rcdkde: Calculate robust copula dependence with the KDE estimator

In liyi-1989/rcd: Robust Copula Dependence

Description

This is the function that used to calculate the robust copula dependence (RCD) between two random variables x and y with the KDE estimator. Note that the length of x and y should be the same.

Usage

rcdkde(x, y, bandwidth, M)

Arguments

x	The vector for the first random variable
y	The vector for the second random variable
bandwidth	The bandwidth used in the density estimation. This parameter could be missing and a default value will be applied.
M	Number of steps used in numerical integration. This parameter could be missing and a default value will be applied.

Value

The RCD of x and y

Examples

n <- 1000
 x <- runif(n)
 y <- x^2 + 2*runif(n)
 rcdkde(x,y)

liyi-1989/rcd documentation built on May 21, 2019, 7:32 a.m.