quadrant.dependence: Quadrant dependence based on copula CDF estimation
In anthonyyazdani/KernelMVA: Kernel density estimation

Quadrant dependence based on copula CDF estimation

1	quadrant.dependence(RV, q)

`RV`	Matrix: Realizations of two random variables.
`q`	Vector: Quantiles belonging to (0,1)

Returns the Quadrant dependence based on copula CDF estimation.

1	quadrant.dependence(RV = cbind(rnorm(1000),rnorm(1000)), q = c(0.1,0.1))

anthonyyazdani/KernelMVA documentation built on March 29, 2021, 1:50 a.m.

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