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