Gamma2chi_3D: Compute theoretical \eChi in 3D
In sebastian-engelke/graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models
View source: R/matrix_transformations.R
Gamma2chi_3D R Documentation
Compute theoretical \eChi in 3D
Description
Computes the theoretical \eChi coefficient in 3 dimensions.
Usage
Gamma2chi_3D(Gamma)
Arguments
Gamma
Numeric \eXTimesY33 matrix.
Value
The 3-dimensional \eChi coefficient, i.e.,
the extremal correlation coefficient for the HR distribution. Note that
0 \leq \chi \leq 1.
sebastian-engelke/graphicalExtremes documentation built on Jan. 10, 2025, 10:02 a.m.
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View source: R/matrix_transformations.R
| Gamma2chi_3D | R Documentation |
Compute theoretical \eChi in 3D
Description
Computes the theoretical \eChi coefficient in 3 dimensions.
Usage
Gamma2chi_3D(Gamma)
Arguments
Gamma |
Numeric \eXTimesY33 matrix. |
Value
The 3-dimensional \eChi coefficient, i.e.,
the extremal correlation coefficient for the HR distribution. Note that
0 \leq \chi \leq 1.
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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