rho_0: Purely used in generalizedJointF
In MaskJointDensity: Masking, Unmasking and Restoring Confidential Data

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

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

## The function is currently defined as

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