gaussian_copula_cor: Pointwise Correlation from Gaussian latent model

Description Usage Arguments Value Examples

View source: R/gaussian_copula_cor.R

Description

Pointwise Correlation from Gaussian latent model

Usage

1
gaussian_copula_cor(n = 100, ntime = 50)

Arguments

n

A positive integer indicating the sample size. The default value is 100.

ntime

A positive integer indicating the number of time points. The default value is 50.

Value

A list with the elements

Y

A n x ntime matrix for the Gaussian latent model

Khat

A ntime x ntime pointwise correlation matrix for the Gaussian latent model

Examples

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gaussian_copula_cor(n = 100, ntime = 20)

gaussian_copula_cor(n = 20, ntime = 2)

gozdesert/RPackageProject documentation built on Feb. 13, 2022, 6:31 p.m.