R/cOpt_gsym.R

Defines functions cOpt_gsym

cOpt_gsym <-
function(t,parameters,model)
{
  if (model == "norm")
  {
    # Under the binormal and bilognormal models:
    a = parameters[1]
    b = parameters[2]
    rho = parameters[3]
    val = pnorm((qnorm(1-rho*t)-a)/b)
    dif = val-t
  }
  res <- dif
  return(res)
}

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GsymPoint documentation built on Nov. 2, 2023, 5:59 p.m.