RosenblattGaussian {HMMcopula} | R Documentation |
Computation of the Rosenblatt transform for the Gaussian copula
RosenblattGaussian(u, rho)
u |
(n x d) matrix of pseudos-observations (normalized ranks) |
rho |
(d x d) correlation matrix, or the correlation coefficient (if, d = 2) |
R |
Rosenblatt transform |