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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

Install

install.packages('bivquant')

Monthly Downloads

12

Version

0.1

License

GPL-2

Maintainer

Nadja Klein

Last Published

August 28th, 2019

Functions in bivquant (0.1)

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