GaussianDensity: computes the density function of a gaussian process
In MultiATSM: Multicountry Term Structure of Interest Rates Models
GaussianDensity R Documentation
computes the density function of a gaussian process
Description
computes the density function of a gaussian process
Usage
GaussianDensity(res, SSZ)
Arguments
res
matrix of residuals (N x T)
SSZ
covariance matrices or array of covariance matrices (N x N)
Value
y vector of density (1 x T)
MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.
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| GaussianDensity | R Documentation |
computes the density function of a gaussian process
Description
computes the density function of a gaussian process
Usage
GaussianDensity(res, SSZ)
Arguments
res |
matrix of residuals (N x T) |
SSZ |
covariance matrices or array of covariance matrices (N x N) |
Value
y vector of density (1 x T)
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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