discretizate_density: Discretization of a univariate density

In jorgeyslas/phfrailty: Phase-type frailty models

Discretization of a univariate density

Description

Discretizates a univariate density function using Simpson's rule.

Usage

discretizate_density(
  density,
  parameters,
  ini_point,
  truncation_point,
  max_deltat,
  max_probability
)

Arguments

density	The density function.
parameters	Parameters of the density function.
ini_point	Initial value for the discretization.
truncation_point	Max value for the discretization.
max_deltat	Maximum size of interval.
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.