quad_prod {cort}R Documentation

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

Examples

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


[Package cort version 0.3.2 Index]