d.gaussian: function to caluculate the density of Guassian copula

Description Usage Arguments Value

Description

function to caluculate the density of Guassian copula

Usage

1
d.gaussian(u, v, rho)

Arguments

u

The cumulative density of a random variable. It can be calculated using 'empdist' function.

v

The cumulative density of another random variable.

rho

The correlation paramter of Guassian copula.

Value

The density of Clayton Copula.


MonkeyLB/mTDR documentation built on May 27, 2019, 1:08 a.m.