extcorr: Extremal correlation matrices
In ajmcneil/extremalcopula: Kendall Concordance Signatures
Description
Usage
Arguments
Value
Examples
Description
Extremal correlation matrices
Usage
1
extcorr(k, d)
Arguments
k
a vector of integers between one and 2^(d-1) specifying extremal
copulas in dimension d
d
the dimension of the extremal correlation matrix
Value
a list of matrices if k is a vector or a single matrix if k is scalar
Examples
1
2
ajmcneil/extremalcopula documentation built on Jan. 25, 2022, 11:54 p.m.
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Description Usage Arguments Value Examples
Description
Extremal correlation matrices
Usage
1 | extcorr(k, d)
|
Arguments
k |
a vector of integers between one and 2^(d-1) specifying extremal copulas in dimension d |
d |
the dimension of the extremal correlation matrix |
Value
a list of matrices if k is a vector or a single matrix if k is scalar
Examples
1 2 |
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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