MaskJointDensity (version 1.0)

rho_0: Purely used in generalizedJointF

Description

See above

Usage

rho_0(x1, x2, mu1, mu2, s1, s2, rho12, fhat1, fhat2,
G_Point7, GH_Quadrature, verbose = -1)

Arguments

x1

Sample from vector 1

x2

Sample from vector 2

mu1

Mean of vector 1

mu2

Mean of vector 2

s1

Standard deviation of vector 1

s2

Standard deviation of vector 2

rho12

Correlation between vector 1 and vector 2

fhat1

kernel density estimated function for vector 1

fhat2

kernel density estimated function for vector 2

G_Point7

Seven Points of Gaussian Hermite Quadrature

GH_Quadrature

Seven Weights of Gaussian Hermite Quadrature

verbose

Provides output if greater than 1

Value

Returns the Nataf_Rho correlation matrix

Details

Calculates the Nataf_Rho matrix required in the nataf transformation.

References

no references

Examples

# NOT RUN {
##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as

# }