Description Usage Arguments Value
View source: R/RosenblattGaussian.R
This function computes the Rosenblatt transform fot the Gaussian copula
1 | RosenblattGaussian(u, rho)
|
u |
(n x d) matrix of pseudos-observations (normalized ranks) |
rho |
(d x d) correlation matrix, or the correlation coefficient (if, d = 2) |
R |
Rosenblatt transform |
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