LL_gaus_sim_cpp: LL_gaus_sim_cpp
In 3schwartz/SpecialeScrAndFun: Script and functions used for master thesis.
Description
Simulation of time varying Gaussian copula, using updating from Patton 2006a
Arguments
par
Vector of length three wiht parameters w, alpha and beta
2-dimensinal
matrix with U(0,1)-margins values
Number
used in weighted sum
3schwartz/SpecialeScrAndFun documentation built on May 4, 2019, 6:29 a.m.
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Description
Simulation of time varying Gaussian copula, using updating from Patton 2006a
Arguments
par |
Vector of length three wiht parameters w, alpha and beta |
2-dimensinal |
matrix with U(0,1)-margins values |
Number |
used in weighted sum |
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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