Parameters in func - Githubissues

MalteKurz / VineCopulaCPP

A C++ library for vine copulas

http://maltekurz.github.io/VineCopulaMatlab/

MIT License

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Parameters in func #5

Open adamlei opened 2 years ago

adamlei commented 2 years ago

Hi,

May I ask what are the parameters are in for example void PairCopulaPDF function?

especially const double *theta, double *U, double *V, double *p,.

Thank you so much for your time.

MalteKurz commented 2 years ago

The meaning of the parameter is rather similar to http://maltekurz.github.io/VineCopulaMatlab/Functions/PairCopulaPDF/. I.e., theta is the parameter of the bivariate copula, U the first variable, V the second variable and the result is returned in p which is a vector of values of the copula density evaluated at (U, V).