From 932c797cc21ba414a47b2eaeb52f1277043fd5d1 Mon Sep 17 00:00:00 2001 From: jeps-journal Date: Fri, 3 Aug 2018 15:21:57 +0200 Subject: [PATCH] fixed small error in inferCopulaFactorModel.R --- R/inferCopulaFactorModel.R | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/R/inferCopulaFactorModel.R b/R/inferCopulaFactorModel.R index 514955f..559fa9f 100644 --- a/R/inferCopulaFactorModel.R +++ b/R/inferCopulaFactorModel.R @@ -163,7 +163,7 @@ inferCopulaFactorModel <- function (Y, Lambda = diag(ncol(Y)), trueSigma = NULL, X = t( (t(X)-apply(X,2,mean))) ## sample S - P <- rgwish(n = 1, adj.g = G, b = n+n0, D = S0*n0+crossprod(X))[,,1] + P <- rgwish(n = 1, adj.g = G, b = n+n0, D = S0*n0+crossprod(X)) S <- solve(P) S = cov2cor(S)