qad_distribution

pqad

qqad

Distribution function - P_H0(qad &lt;= q) - and quantile function for the qad distribution with regard
to the null hypthesis (H0) stating independence between X and Y.

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>).

Nicolas Dietrich

Quantification of Asymmetric Dependence

qad_distribution function

<dl><dt>q</dt>
<dd>vector of quantiles.</dd>
<dt>n</dt>
<dd>number of observations (or minimum of unique values, if ties occur).</dd>
<dt>R</dt>
<dd>number of repetitions (default R = 1000)</dd>
<dt>resolution</dt>
<dd>resolution of checkerboard copula (default = NULL)</dd>
<dt>p</dt>
<dd>vector of probabilities.</dd></dl>

Arguments

Distribution of qad (H0: independence) — qad_distribution

<dl>

<dt>q</dt>
<dd>vector of quantiles.</dd>


<dt>n</dt>
<dd>number of observations (or minimum of unique values, if ties occur).</dd>


<dt>R</dt>
<dd>number of repetitions (default R = 1000)</dd>


<dt>resolution</dt>
<dd>resolution of checkerboard copula (default = NULL)</dd>


<dt>p</dt>
<dd>vector of probabilities.</dd>

</dl>

qad_distribution: Distribution of qad (H0: independence)

Description

Usage

Value

Arguments

Details

Examples