discretizate_bivdensity: Discretization of a bivariate density

In jorgeyslas/phfrailty: Phase-type frailty models

Discretization of a bivariate density

Description

Discretizates a bivariate density function using Simpson's rule.

Usage

discretizate_bivdensity(
  density,
  parameters,
  ini_point1,
  truncation_point1,
  max_deltat1,
  ini_point2,
  truncation_point2,
  max_deltat2,
  max_probability
)

Arguments

density	The density function.
parameters	Parameters of the density function.
ini_point1	Max value for the discretization - first component.
truncation_point1	Max value for the discretization - first component.
max_deltat1	Maximum size of interval - first component.
ini_point2	Max value for the discretization - second component.
truncation_point2	Max value for the discretization - second component.
max_deltat2	Maximum size of interval - second component.
max_probability	Maximum probability of a discrete point.

Value

List with values and weights.

jorgeyslas/phfrailty documentation built on April 17, 2025, 4:11 p.m.