From facc570512f10bc146c58eb7887afbbc0e0fefd2 Mon Sep 17 00:00:00 2001 From: szcf-weiya Date: Thu, 14 Dec 2023 11:26:17 -0500 Subject: [PATCH] fix typo in docstring --- src/EllipticalCopulas/GaussianCopula.jl | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/src/EllipticalCopulas/GaussianCopula.jl b/src/EllipticalCopulas/GaussianCopula.jl index 0ff555d4..21c1d65b 100644 --- a/src/EllipticalCopulas/GaussianCopula.jl +++ b/src/EllipticalCopulas/GaussianCopula.jl @@ -9,12 +9,12 @@ Constructor GaussianCopula(Σ) The [Gaussian Copula](https://en.wikipedia.org/wiki/Copula_(probability_theory)#Gaussian_copula) is the -copula of a [Multivariate normal distribution](http://en.wikipedia.org/wiki/Multivariate_normal_distribution). It is constructed as : +copula of a [Multivariate normal distribution](http://en.wikipedia.org/wiki/Multivariate_normal_distribution). It is constructed as: ```math C(\\mathbf{x}; \\boldsymbol{\\Sigma}) = F_{\\Sigma}(F_{\\Sigma,i}^{-1}(x_i),i\\in 1,...d) ``` -where ``F_{\\Sigma}`` is a cdf of a gaussina random vector and `F_{\\Sigma,i}` is the ith marignal cdf, while ```\\Sigma`` is the covariance matrix. +where ``F_{\\Sigma}`` is a cdf of a gaussian random vector and `F_{\\Sigma,i}` is the ith marginal cdf, while ``\\Sigma`` is the covariance matrix. It can be constructed in Julia via: ```julia @@ -59,4 +59,4 @@ function _cdf(C::CT,u) where {CT<:GaussianCopula} μ = zeros(T,d) lb = repeat([T(-Inf)],d) return MvNormalCDF.mvnormcdf(μ, C.Σ, lb, x)[1] -end \ No newline at end of file +end