cort (version 0.3.2)

quad_prod: Quadratic product of two copulas (if they have one)

Description

Currently only implemented for Cort models. Compute the L2 quadratic product of 2 trees

Usage

quad_prod(object, other_tree)
# S4 method for Cort,Cort
quad_prod(object, other_tree)

Arguments

object

: the tree

other_tree

: the other tree

Value

the quadratic product between the trees

Functions

• quad_prod,Cort,Cort-method: Method for the class Cort

Examples

# NOT RUN {
cop <- Cort(LifeCycleSavings[,1:3])
all.equal(quad_prod(cop,cop),quad_norm(cop))

# }