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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 | Florian Griessenberger [aut, cre], Robert R. Junker [aut], Valentin Petzel [aut], Wolfgang Trutschnig [aut] |
| Maintainer | Florian Griessenberger <florian.griessenberger@sbg.ac.at> |
| License | GPL-2 |
| Version | 1.0.0 |
| URL | https://doi.org/10.1016/j.csda.2020.107058 |
| Package repository | View on CRAN |
| Installation |
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