qad_distribution: Distribution of qad (H0: independence)

In qad: Quantification of Asymmetric Dependence

Distribution of qad (H0: independence)

Description

Distribution function - P_H0(qad <= q) - and quantile function for the qad distribution with regard to the null hypthesis (H0) stating independence between X and Y.

Usage

pqad(q, n, R = 1000, resolution = NULL)

qqad(p, n, R = 1000, resolution = NULL)

Arguments

q	vector of quantiles.
n	number of observations (or minimum of unique values, if ties occur).
R	number of repetitions (default R = 1000)
resolution	resolution of checkerboard copula (default = NULL)
p	vector of probabilities.

Details

The distribution of qad in the setting of independence, i.e., the random variables X and Y are independent. The distribution is calculated in the following way: Samples of size n are drawn from independent random variables. Then qad is calculated. The procedure is repeated R times. #'

Value

pqad gives the distribution function, i.e. P(qad <= q). qqad gives the quantile function. The length of the result is determined by the length of q or p, respectively.

Examples

pqad(0.3, 45)
qqad(0.5, 30)

qad documentation built on Dec. 28, 2022, 2:54 a.m.