RosenblattGumbel {HMMcopula} | R Documentation |
Rosenblatt transform for Gumbel copula
Description
Computation of the Rosenblatt transform for Gumbel's copula
Usage
RosenblattGumbel(U, theta)
Arguments
U |
(n x d) matrix of pseudos-observations (normalized ranks) |
theta |
parameter of the Gumbel copula |
Value
R |
Rosenblatt transform |
[Package HMMcopula version 1.1.0 Index]