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]