RosenblattGumbel: Rosenblatt transform for Gumbel copula
In HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness of Fit
Description
Usage
Arguments
Value
View source: R/RosenblattGumbel.R
Description
This function computes the Rosenblatt transform fot the Gumbel copula
Usage
1
RosenblattGumbel(U, theta)
Arguments
U
(n x d) matrix of pseudos-observations (normalized ranks)
theta
parameter of the Gumbel copula
Value
R
Rosenblatt transform
HMMcopula documentation built on April 21, 2020, 9:05 a.m.
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Description Usage Arguments Value
View source: R/RosenblattGumbel.R
Description
This function computes the Rosenblatt transform fot the Gumbel copula
Usage
1 | RosenblattGumbel(U, theta)
|
Arguments
U |
(n x d) matrix of pseudos-observations (normalized ranks) |
theta |
parameter of the Gumbel copula |
Value
R |
Rosenblatt transform |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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