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>).

Package details

AuthorFlorian Griessenberger [aut, cre], Robert R. Junker [aut], Valentin Petzel [aut], Wolfgang Trutschnig [aut]
MaintainerFlorian Griessenberger <florian.griessenberger@sbg.ac.at>
LicenseGPL-2
Version1.0.0
URL https://doi.org/10.1016/j.csda.2020.107058
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("qad")

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qad documentation built on Feb. 27, 2021, 5:05 p.m.