Description Usage Arguments Details Value Author(s) References Examples
See above
1 2 | rho_0(x1, x2, mu1, mu2, s1, s2, rho12, fhat1, fhat2,
G_Point7, GH_Quadrature, verbose = -1)
|
x1 |
Sample from vector 1 |
x2 |
Sample from vector 2 |
mu1 |
Mean of vector 1 |
mu2 |
Mean of vector 2 |
s1 |
Standard deviation of vector 1 |
s2 |
Standard deviation of vector 2 |
rho12 |
Correlation between vector 1 and vector 2 |
fhat1 |
kernel density estimated function for vector 1 |
fhat2 |
kernel density estimated function for vector 2 |
G_Point7 |
Seven Points of Gaussian Hermite Quadrature |
GH_Quadrature |
Seven Weights of Gaussian Hermite Quadrature |
verbose |
Provides output if greater than 1 |
Calculates the Nataf_Rho matrix required in the nataf transformation.
Returns the Nataf_Rho correlation matrix
Yan-Xia Lin
no references
1 2 3 4 5 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
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