RosenblattStudent {HMMcopula} | R Documentation |
Computation of the Rosenblatt transform for the Student copula
RosenblattStudent(u, rho, nu)
u |
(n x d) matrix of pseudos-observations (normalized ranks) |
rho |
(d x d) correlation matrix |
nu |
degrees of freedom |
R |
Rosenblatt transform |