https://github.com/cran/GsymPoint
Tip revision: 48978493006d9009b92388f7dddf92e9ab78b98d authored by Mü¾¶¼nica Lü¾¶¼pez-Ratü¾¶¼n on 08 February 2017, 15:54:09 UTC
version 1.1
version 1.1
Tip revision: 4897849
cOpt_gsym.R
cOpt_gsym <-
function(t,parameters,model)
{
if (model == "norm")
{
# Under the binormal and bilognormal models:
a = parameters[1]
b = parameters[2]
rho = parameters[3]
val = pnorm((qnorm(1-rho*t)-a)/b)
dif = val-t
}
res <- dif
return(res)
}