BetaMatrix: Matrix of Empirical Blomqvist's Beta Values
In tnagler/VineCopula: Statistical Inference of Vine Copulas
BetaMatrix R Documentation
Matrix of Empirical Blomqvist's Beta Values
Description
This function computes the empirical Blomqvist's beta.
Usage
BetaMatrix(data)
Arguments
data
An N x d data matrix.
Value
Matrix of the empirical Blomqvist's betas.
Author(s)
Ulf Schepsmeier
References
Blomqvist, N. (1950). On a measure of dependence between two
random variables. The Annals of Mathematical Statistics, 21(4), 593-600.
Nelsen, R. (2006). An introduction to copulas. Springer
See Also
TauMatrix(), BiCopPar2Beta(),
RVinePar2Beta()
Examples
data(daxreturns)
data <- as.matrix(daxreturns)
# compute the empirical Blomqvist's betas
BetaMatrix(data)
tnagler/VineCopula documentation built on March 6, 2024, 5 a.m.
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| BetaMatrix | R Documentation |
Matrix of Empirical Blomqvist's Beta Values
Description
This function computes the empirical Blomqvist's beta.
Usage
BetaMatrix(data)
Arguments
data |
An N x d data matrix. |
Value
Matrix of the empirical Blomqvist's betas.
Author(s)
Ulf Schepsmeier
References
Blomqvist, N. (1950). On a measure of dependence between two random variables. The Annals of Mathematical Statistics, 21(4), 593-600.
Nelsen, R. (2006). An introduction to copulas. Springer
See Also
TauMatrix(), BiCopPar2Beta(),
RVinePar2Beta()
Examples
data(daxreturns)
data <- as.matrix(daxreturns)
# compute the empirical Blomqvist's betas
BetaMatrix(data)
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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