| gaussian_copula_density {qch} | R Documentation |
Gaussian copula density
Description
Gaussian copula density
Usage
gaussian_copula_density(zeta, R, Rinv)
Arguments
zeta |
the matrix of probit-transformed observations. |
R |
the correlation matrix. |
Rinv |
the inverse correlation matrix. |
Value
A numeric vector, each coordinate i corresponding to the evaluation of the Gaussian copula density function at observation zeta_i.
[Package qch version 2.0.0 Index]