qad
Quantification of Asymmetric Dependence
A copula-based measure for quantifying asymmetry in dependence and associations. Documentation and theory about 'qad' is provided by the paper by Junker, Griessenberger & Trutschnig (2021, doi:10.1016/j.csda.2020.107058), and the paper by Trutschnig (2011, doi:10.1016/j.jmaa.2011.06.013).
- Version1.0.4
- R versionunknown
- LicenseGPL-2
- Needs compilation?Yes
- qad citation info
- Last release12/14/2022
Documentation
Team
Thimo Kasper
Florian Griessenberger
Wolfgang Trutschnig
Robert R. Junker
Valentin Petzel
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- Imports8 packages
- Suggests4 packages
- Linking To1 package
- Reverse Imports1 package
- Reverse Suggests1 package