gaussian_copula_density: Gaussian copula density

View source: R/EM_functions.R

gaussian_copula_densityR Documentation

Gaussian copula density

Description

Gaussian copula density

Usage

gaussian_copula_density(zeta, R, Rinv)

Arguments

zeta

the matrix of probit-transformed observations.

R

the correlation matrix.

Rinv

the inverse correlation matrix.

Value

A numeric vector, each coordinate i corresponding to the evaluation of the Gaussian copula density function at observation zeta_i.


qch documentation built on May 29, 2024, 8:11 a.m.