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griefl
qad:Quantification of Asymmetric Dependence
A copula-based measure for quantifying asymmetry in dependence and associations. Documentation and theory about 'qad' is provided by the paper by Junker, Griessenberger & Trutschnig (2021, <doi:10.1016/j.csda.2020.107058>), and the paper by Trutschnig (2011, <doi:10.1016/j.jmaa.2011.06.013>).
Maintained by Thimo Kasper. Last updated 3 years ago.
4.45 score 19 scripts 1 dependents
cran
qmd:Quantification of Multivariate Dependence
A multivariate copula-based dependence measure. For more information, see Griessenberger, Junker, Trutschnig (2022), On a multivariate copula-based dependence measure and its estimation, Electronic Journal of Statistics, 16, 2206-2251.
Maintained by Nicolas Dietrich. Last updated 3 years ago.
1.00 score