From 5fe6c6c3211e623bd7fae65421f97ff51dcb53dc Mon Sep 17 00:00:00 2001 From: Oskar Laverny Date: Tue, 6 Feb 2024 09:27:26 +0100 Subject: [PATCH] Docs Typo --- src/EllipticalCopulas/GaussianCopula.jl | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/src/EllipticalCopulas/GaussianCopula.jl b/src/EllipticalCopulas/GaussianCopula.jl index 21c1d65b..f680bd12 100644 --- a/src/EllipticalCopulas/GaussianCopula.jl +++ b/src/EllipticalCopulas/GaussianCopula.jl @@ -14,7 +14,7 @@ copula of a [Multivariate normal distribution](http://en.wikipedia.org/wiki/Mult ```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 gaussian random vector and `F_{\\Sigma,i}` is the ith marginal 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