extmixcorr: Correlation matrix of extremal mixture copula
In ajmcneil/extremalcopula: Kendall Concordance Signatures
Description
Usage
Arguments
Value
Examples
Description
Correlation matrix of extremal mixture copula
Usage
1
extmixcorr(w)
Arguments
w
vector of weights specifying the extremal mixture copula
Value
correlation matrix of the extremal mixture copula
Examples
1
extmixcorr(rep(1, 8)/8)
ajmcneil/extremalcopula documentation built on Jan. 25, 2022, 11:54 p.m.
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Description Usage Arguments Value Examples
Description
Correlation matrix of extremal mixture copula
Usage
1 | extmixcorr(w)
|
Arguments
w |
vector of weights specifying the extremal mixture copula |
Value
correlation matrix of the extremal mixture copula
Examples
1 | extmixcorr(rep(1, 8)/8)
|
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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