RosenblattStudent {HMMcopula} | R Documentation |
Rosenblatt transform for Student copula
Description
Computation of the Rosenblatt transform for the Student copula
Usage
RosenblattStudent(u, rho, nu)
Arguments
u |
(n x d) matrix of pseudos-observations (normalized ranks) |
rho |
(d x d) correlation matrix |
nu |
degrees of freedom |
Value
R |
Rosenblatt transform |
[Package HMMcopula version 1.1.0 Index]