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

AuthorThimo Kasper [aut], Florian Griessenberger [aut], Robert R. Junker [aut], Valentin Petzel [aut], Wolfgang Trutschnig [aut], Lea Maislinger [cre]
MaintainerLea Maislinger <lea.maislinger@plus.ac.at>
LicenseGPL-2
Version1.0.5
URL https://github.com/griefl/qad
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("qad")

Try the qad package in your browser

Any scripts or data that you put into this service are public.

qad documentation built on July 2, 2025, 9:08 a.m.