RosenblattClayton: Rosenblatt transform for Clayton copula

Description Usage Arguments Value

View source: R/RosenblattClayton.R

Description

This function computes the Rosenblatt transform fot the Clayton copula

Usage

1

Arguments

u

(n x d) matrix of pseudos-observations (normalized ranks)

theta

parameter of the Clayton copula

Value

R

Rosenblatt transform


HMMcopula documentation built on April 21, 2020, 9:05 a.m.