blomq: Blomqvist's beta for bivariate data set

In YafeiXu/CopulaModel: CopulaModel: Dependence Modeling with Copulas

Description

Blomqvist's beta for bivariate data set

Usage

blomq(bivdat,iunif=F)

Arguments

bivdat	data matrix with 2 columns
iunif	flag for whether bivdat has already been converted to uniform(0,1) scores, default=F in which case conversion is done

Value

empirical Blomqvist's beta

Examples

set.seed(1234)
n=300; cpar=3
udat=rgum(n,cpar)
blomq(udat)
4*pgum(.5,.5,cpar)-1  # theoretical value

YafeiXu/CopulaModel documentation built on May 9, 2019, 11:07 p.m.