checkerboardDensity

Estimate a non-square checkerboard mass density

Estimates the rearranged dependence measure ('RDM') of two continuous random variables for different underlying measures.
Furthermore, it provides a method to estimate the (SI)-rearrangement copula using empirical checkerboard copulas.
It is based on the theoretical results presented in Strothmann et al. (2022) <arXiv:2201.03329> and Strothmann (2021) <doi:10.17877/DE290R-22733>.

Christopher Strothmann

Quantify Dependence using Rearranged Dependence Measures

Holger Dette

Karl Friedrich Siburg

qad contributors 

checkerboardDensity function

<dl><dt>X</dt>
<dd>First coordinate of the observations.</dd>
<dt>Y</dt>
<dd>Second coordinate of the observations.</dd>
<dt>resolution1</dt>
<dd>A natural number specifying the resolution of the first component.</dd>
<dt>resolution2</dt>
<dd>A natural number specifying the resolution of the second component.</dd></dl>

Arguments

Estimate the checkerboard mass density — checkerboardDensity

<dl>

<dt>X</dt>
<dd>First coordinate of the observations.</dd>


<dt>Y</dt>
<dd>Second coordinate of the observations.</dd>


<dt>resolution1</dt>
<dd>A natural number specifying the resolution of the first component.</dd>


<dt>resolution2</dt>
<dd>A natural number specifying the resolution of the second component.</dd>

</dl>

checkerboardDensity: Estimate the checkerboard mass density

Description

Usage

Value

Arguments

Details

Examples