tcopulacdf.m

来自「经济学专业代码」· M 代码 · 共 10 行

function F_U = TCopulaCDF(u,nu,Mu,Sigma)

N=length(u);
[s,C] = cov2corr(Sigma);
x=norminv(u,Mu,s');

F_U = mvtcdf(x-Mu./s',C,nu);