logchar_dens_multi_matern: log-characterisct function of bivariate integral

View source: R/CharFunc.R

logchar_dens_multi_maternR Documentation

log-characterisct function of bivariate integral

Description

log charateristic function of [X,Y] = \int [f_1(x), f_2(x)]dW(x) assuming that f is istorpic, where W_x brownian sheet.

t_y - (vector) location of chara eval t_x - (vector) location of chara eval logphi_W - (function) evaluates log of char function of \int [f_1(x), f_2(x)]dW(x) maternParam_x - (3 x 1) nu, tau, kappa maternParam_y - (3 x 1) nu, tau, kappa d - (1 x 1) dimension

Usage

logchar_dens_multi_matern(t_y, t_x, logphi_W, maternParam_x, maternParam_y, d)

davidbolin/ngme documentation built on Dec. 5, 2023, 11:48 p.m.