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qch (version 2.1.2)

gaussian_copula_density: Gaussian copula density

Description

Gaussian copula density

Usage

gaussian_copula_density(zeta, R, Rinv)

Value

A numeric vector, each coordinate \(i\) corresponding to the evaluation of the Gaussian copula density function at observation \(\code{zeta}_i\).

Arguments

zeta

the matrix of probit-transformed observations.

R

the correlation matrix.

Rinv

the inverse correlation matrix.