hsloot / rmo

An R package for Marshall--Olkin distributions and copulas.
https://hsloot.github.io/rmo/
GNU General Public License v3.0
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[FEAT] Calculate entries of Markovian intensity matrix directly #76

Closed hsloot closed 3 years ago

hsloot commented 3 years ago

Summary

At the moment, we are able to calculate the exchangeable intensities either directly or via their integral representation. For the main application, the input often might be a scaled version thereof (multiplied by a binomial coefficient).

Proposal

Generalize the valueOf-function such that the controlled integration error is calculated for the scaled value (binomial coefficient goes under the integral).