getNormCop: generates a Normal transition matrix using Gaussian copula
In tlamadon/rutils: Some utility functions
Description
generates a Normal transition matrix using Gaussian copula
Usage
1
getNormCop(rho, n, Qn = seq(1/n, 1 - 1/n, l = n), cond = FALSE)
Arguments
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
tlamadon/rutils documentation built on May 31, 2019, 3:49 p.m.
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Description
generates a Normal transition matrix using Gaussian copula
Usage
1 | getNormCop(rho, n, Qn = seq(1/n, 1 - 1/n, l = n), cond = FALSE)
|
Arguments
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 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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