quad_prod-methods: Quadratic product of two copulas (if they have one)

In lrnv/cort: Some Empiric and Nonparametric Copula Models

Quadratic product of two copulas (if they have one)

Description

Currently only implemented for Cort models. Compute the L2 quadratic product of 2 trees

Usage

quad_prod(object, other_tree)

## S4 method for signature 'Cort,Cort'
quad_prod(object, other_tree)

Arguments

object	: the tree
other_tree	: the other tree

Value

the quadratic product between the trees

Functions

• quad_prod,Cort,Cort-method: Method for the class Cort

Examples

cop <- Cort(LifeCycleSavings[,1:3])
all.equal(quad_prod(cop,cop),quad_norm(cop))

lrnv/cort documentation built on Dec. 11, 2023, 12:43 a.m.