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Omega matrix for asympt with ranks #17

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MalteKurz opened this issue Mar 2, 2017 · 0 comments
Closed

Omega matrix for asympt with ranks #17

MalteKurz opened this issue Mar 2, 2017 · 0 comments
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@MalteKurz
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So far only the omega matrix for the vine copula parameters are correctly handled in the case of asympt with ranks. What's missing are the omega matrix entries for the estimating equations for the correlations in groups and the corresponding cross terms with the vine copula parameter estimating equations.
@MalteKurz MalteKurz added the bug label Mar 2, 2017
MalteKurz added a commit that referenced this issue Mar 8, 2017
@MalteKurz
unit test updates due to #17
0f7a28f
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