generates a Normal transition matrix using Gaussian copula
1 | getNormCop(rho, n, Qn = seq(1/n, 1 - 1/n, l = n), cond = FALSE)
|
rho |
correlation for Normal copula |
n |
dimensiosn of the matrix |
Qn |
support, has to be in [0,1] and with length n |
cond |
whether to return a conditional matrix |
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