RosenblattStudent: Rosenblatt transform for Student copula
In HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness of Fit
Description
Usage
Arguments
Value
View source: R/RosenblattStudent.R
Description
This function computes the Rosenblatt transform fot the Student copula
Usage
1
RosenblattStudent(u, rho, nu)
Arguments
u
(n x d) matrix of pseudos-observations (normalized ranks)
rho
(d x d) correlation matrix
nu
degrees of freedom
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/RosenblattStudent.R
Description
This function computes the Rosenblatt transform fot the Student copula
Usage
1 | RosenblattStudent(u, rho, nu)
|
Arguments
u |
(n x d) matrix of pseudos-observations (normalized ranks) |
rho |
(d x d) correlation matrix |
nu |
degrees of freedom |
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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