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basket_survival_marked

Function basket_survival_marked 

pub(crate) fn basket_survival_marked<R: Scalar>(
    pds: &[R],
    rho: R,
    n: usize,
    copula: Copula,
    marks: Option<(R, R)>,
) -> R
Expand description

basket_survival_probability with the double-t’s degrees of freedom lifted by marks: the thresholds, the names’ conditional probabilities and the factor’s weights carry their ν-derivatives, the value unmarked. marks is ignored under the Gaussian.