rho_estim {heterocop} | R Documentation |
rho_estim
Description
This function enables the user to estimate the correlation matrix of the Gaussian copula for a given dataset
Usage
rho_estim(data, Type, ncores = 1)
Arguments
data |
an nxd data frame containing n observations of d variables |
Type |
a vector containing the type of the variables, "C" for continuous and "D" for discrete |
ncores |
an integer specifying the number of cores to be used for parallel computation. "1" by default, leading to non-parallel computation. |
Value
the dxd estimated correlation matrix of the Gaussian copula
Examples
M <- diag_block_matrix(c(3,4,5),c(0.7,0.8,0.2))
data <- CopulaSim(20,M,c(rep("qnorm(0,1)",6),rep("qexp(0.5)",4),
rep("qbinom(4,0.8)",2)),random=FALSE)[[1]]
rho_estim(data,c(rep("C",10),rep("D",2)))
[Package heterocop version 1.0.0 Index]