RosenblattClayton {HMMcopula} | R Documentation |
Rosenblatt transform for Clayton copula
Description
Computation of the Rosenblatt transform fot Clayton's copula
Usage
RosenblattClayton(u, theta)
Arguments
u |
(n x d) matrix of pseudos-observations (normalized ranks) |
theta |
parameter of the Clayton copula |
Value
R |
Rosenblatt transform |
[Package HMMcopula version 1.1.0 Index]