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bivquant (version 0.1)
Estimation of Bivariate Quantiles
Description
Computation of bivariate quantiles via linear programming based on a novel direction-based approach using the cumulative distribution function.
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Version
Version
0.1
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Install
install.packages('bivquant')
Monthly Downloads
13
Version
0.1
License
GPL-2
Maintainer
Nadja Klein
Last Published
August 28th, 2019
Functions in bivquant (0.1)
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plot.geomqu
Plot the estimated bivariate quantiles (for the geometric quantiles of Chakraborty, B. (2001).) and the data. See ?geomqu for more details.
plot.bivquant
Plot the estimated bivariate quantiles (for the CDF (cumulative distrubtion function)-based quantiles) and the data for a fitted bivquant object. See ?bivquant for more details.
geomqu
On Affine Equivariant Multivariate Quantiles
geomqu2d_norm2
On Affine Equivariant Multivariate Quantiles
dgp_shear
Generate sheared bivariate normal data compared to a bivariate normal distribution with a certain mean and covariance matrix.
dgp_scale
Generate scaled bivariate normal data compared to a bivariate normal distribution with unit marginal variances.
dgp_rot
Generate rotated bivariate normal data compared to a bivariate normal distribution with a certain mean and covariance matrix.
dgp_cop
Generate bivariate data with different margins and dependence structures from Archimedian copulas.
dgp_trans
Generate translated bivariate normal data (with a certain mean and covariance matrix) compared to a zero mean distribution.
ball_2d
On Affine Equivariant Multivariate Quantiles
find_good_alpha
On Affine Equivariant Multivariate Quantiles
bivquant
Bivariate Quantiles