BivLSD_Cov

parameter \(p_1\) of the bivariate logarithmic series
distribution

parameter \(p_2\) of the bivariate logarithmic series
distribution

Computes the covariance of the components of a bivariate vector following the
bivariate logarithmic series distribution

Contains R functions for simulating and estimating integer-valued trawl processes as
described in the article Veraart (2019),"Modeling, simulation and inference for
multivariate time series of counts using trawl processes", Journal of Multivariate Analysis,
169, pages 110-129,
<doi:10.1016/j.jmva.2018.08.012> and for
simulating random vectors from the bivariate negative binomial and the bi- and trivariate
logarithmic series distributions.

Almut D. Veraart

BivLSD_Cov: Computes the covariance of the components of a bivariate vector following the bivariate logarithmic series distribution

Description

Usage

Arguments

Value