The disitribution function for realized distribution from D-P tree.
The disitribution function for realized distribution from D-P tree.
dDPTreeRealize returns the value of density function of realized distribution from D-P tree at certain given point on copula space.
dDPTreeRealize(d, x)
Arguments
d: A 2m by 2m matrix, m being the approximating level. Normalized measures for all 2m by 2m sub-partititons on copula space given by the realized distribution from D-P tree, as returned by DPTreeDensity.
x: An array of dimension n by 2. The points on copula space for density function evluation. Should be between 0 and 1.
Returns
An array of length n. The values of PDF of the input D-P tree distribution evaluated at the input points.