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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 <-