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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>).
Getting started
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Package details |
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| Author | Thimo Kasper <thimo.kasper@plus.ac.at>, Florian Griessenberger <florian.griessenberger@plus.ac.at>, Robert R. Junker <>, Valentin Petzel <valetin.petzel@sbg.ac.at>, Wolfgang Trutschnig <wolfgang.trutschnig@plus.ac.at> |
| Maintainer | Nicolas Dietrich <nicolaspascal.dietrich@plus.ac.at> |
| License | GPL-2 |
| Version | 1.0.4 |
| URL | https://github.com/griefl/qad |
| Package repository | View on CRAN |
| Installation |
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