consignature: Elliptical concordance signature
In ajmcneil/extremalcopula: Kendall Concordance Signatures
Description
Usage
Arguments
Value
Examples
View source: R/extremalmatching.R
Description
Elliptical concordance signature
Usage
1
consignature(P, limit = TRUE, named = TRUE)
Arguments
P
correlation matrix of elliptical distribution
limit
whether a limit should be applied to the size of the correlation matrix
for accuracy in the calculation of Gaussian orthant probabilities
named
logical value to determine whether signature is named
Value
a vector containing the concordance signature
Examples
1
2
P <- 0.7 * matrix(1, nrow = 3, ncol = 3) + 0.3 * diag(3)
consignature(P)
ajmcneil/extremalcopula documentation built on Jan. 25, 2022, 11:54 p.m.
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Description Usage Arguments Value Examples
View source: R/extremalmatching.R
Description
Elliptical concordance signature
Usage
1 | consignature(P, limit = TRUE, named = TRUE)
|
Arguments
P |
correlation matrix of elliptical distribution |
limit |
whether a limit should be applied to the size of the correlation matrix for accuracy in the calculation of Gaussian orthant probabilities |
named |
logical value to determine whether signature is named |
Value
a vector containing the concordance signature
Examples
1 2 | P <- 0.7 * matrix(1, nrow = 3, ncol = 3) + 0.3 * diag(3)
consignature(P)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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