Man pages for ajmcneil/KendallSignature
Kendall Concordance Signatures

AmatrixConstruct A matrix in dimension d
attainableDetermine mixture representation from partial concordance...
binarycodingBinary coding set for extremal copulas
BmatrixConstruct B matrix in dimension d
consignatureElliptical concordance signature
estsignatureEstimate a concordance signature
evenpowersetLexicographically ordered even power set
extcorrExtremal correlation matrices
extmixcorrCorrelation matrix of extremal mixture copula
extremaltableMake table of extremal representation
findextremalDetermine extremal mixture representation from full...
findpolytopeFind polytope of attainable weights from partial concordance...
GaussorthantOrthant probability for a multivariate Gaussian vector
quadrantsIdentify quadrants of multivariate data points
rextremalSample from extremal copulas
rextremalmixSample from extremal mixture copula
setpastePaste vector in set notation
signsofpairsCompute signs of differences of pairs
ajmcneil/KendallSignature documentation built on Jan. 25, 2022, 11:54 p.m.