CheckRho: An old artefact from testing, purely for backwards...

Description Usage Arguments Value Author(s) References Examples

Description

Purely for testing of the rho_0 function.

Usage

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CheckRho(x1, x2, mu1, mu2, s1, s2, Srho12, G_Point7, GH_Quadrature)

Arguments

x1

See rho_0

x2

See rho_0

mu1

See rho_0

mu2

See rho_0

s1

See rho_0

s2

See rho_0

Srho12

See rho_0

G_Point7

See rho_0

GH_Quadrature

See rho_0

Value

See rho_0

Author(s)

Yan-Xia Lin

References

No references

Examples

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##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x1, x2, mu1, mu2, s1, s2, Srho12, G_Point7, GH_Quadrature) 
{
    fhat1 <- kde(x = x1, binned = TRUE)
    fhat2 <- kde(x = x2, binned = TRUE)
    g <- 0
    m <- 7
    for (l in 1:m) {
        for (k in 1:m) {
            g <- g + GH_Quadrature[l] * GH_Quadrature[k] * ((qkde(pnorm(G_Point7[l]), 
                fhat1) - mu1)/s1) * ((qkde(pnorm(Srho12 * G_Point7[l] + 
                sqrt(1 - Srho12^2) * G_Point7[k]), fhat2) - mu2)/s2)
        }
    }
    return(g)
  }

MaskJointDensity documentation built on May 2, 2019, 8:28 a.m.