diff --git a/src/EllipticalCopulas/TCopula.jl b/src/EllipticalCopulas/TCopula.jl index f35f3bf8..b721650d 100644 --- a/src/EllipticalCopulas/TCopula.jl +++ b/src/EllipticalCopulas/TCopula.jl @@ -12,6 +12,7 @@ Constructor The Student's [T Copula](https://en.wikipedia.org/wiki/Multivariate_t-distribution#Copulas_based_on_the_multivariate_t) is the copula of a [Multivariate Student distribution](https://en.wikipedia.org/wiki/Multivariate_t-distribution). It is constructed as : + ```math C(\\mathbf{x}; \\boldsymbol{n,\\Sigma}) = F_{n,\\Sigma}(F_{n,\\Sigma,i}^{-1}(x_i),i\\in 1,...d) ```