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 <>, Florian Griessenberger <>, Robert R. Junker <>, Valentin Petzel <>, Wolfgang Trutschnig <>
MaintainerNicolas Dietrich <>
Package repositoryView on CRAN
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qad documentation built on Dec. 28, 2022, 2:54 a.m.