search for: dnormalcopula

Displaying 1 result from an estimated 1 matches for "dnormalcopula".

Did you mean: normalcopula
2008 Mar 22
1
Vectorization Problem
I have the code for the bivariate Gaussian copula. It is written with for-loops, it works, but I wonder if there is a way to vectorize the function. I don't see how outer() can be used in this case, but maybe one can use mapply() or Vectorize() in some way? Could anyone help me, please? ## Density of Gauss Copula rho <- 0.5 #corr R <- rbind(c(1,rho),c(rho,1)) #vcov matrix id <-