logchar_normal_multi_f_eval: calculate exponent in characteristic function for bivariate...

In davidbolin/ngme: Linear Mixed Effects Models With Flexible Distributions

calculate exponent in characteristic function for bivariate normal [f_1(x) f_2(x)] dW(x) where W is a brownian motion

Description

calculate exponent in characteristic function for bivariate normal

[f_1(x) f_2(x)] dW(x) where W is a brownian motion

Usage

logchar_normal_multi_f_eval(x, u_x, u_y, param, f_x, f_y)

Arguments

x	- (real) location
u_x	- (real) char func value
u_y	- (real) char func value
param	(2 x 1) parameter values - (1) delta - location parameter - (2) sigma - scale parameter
f_x	- function kernel
f_y	- function kernel

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