
This function computes the empirical Blomqvist's beta.
BetaMatrix(data)
Matrix of the empirical Blomqvist's betas.
An N x d data matrix.
Ulf Schepsmeier
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
TauMatrix()
, BiCopPar2Beta()
,
RVinePar2Beta()
data(daxreturns)
data <- as.matrix(daxreturns)
# compute the empirical Blomqvist's betas
BetaMatrix(data)
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