L_CFA_approx: Compute approximate copula likelihood with normal marginals
In gregorp90/RStan-package-test: Copula-Based Factor Analysis

Description Usage Arguments Value

This function computes the approximated likelihood of a Gaussian copula with normal marginals. Integration in the calculation of the exact likelihood can be computationally expensive, especially in high dimensions, therefore this function provides us with an approximation of the integral.

1	L_CFA_approx(obs, mu, sd, Gamma, logl = T, sd_train)

`obs`	vector. The data point.
`mu`	vector. The estimated mean parameter.
`sd`	vector. The estimated standard deviation.
`Gamma`	matrix. The estimated correlation matrix.
`logl`	logical. Should the output be log-likelihood?
`sd_train`	vector. The standard deviation of the original (unstandardized) data.