.ECBC

Calculates the empirical checkerboard approximation to some data.

A multivariate copula-based dependence measure. For more information, see Griessenberger, Junker, Trutschnig (2022), On a multivariate copula-based dependence measure and its estimation, Electronic Journal of Statistics, 16, 2206-2251.

Lea Maislinger

Quantification of Multivariate Dependence

Florian Griessenberger

Robert R. Junker

Valentin Petztel

Wolfgang Trutschnig

.ECBC function

<dl><dt>X</dt>
<dd>A nxrho matrix of n samples of rho variables</dd>
<dt>resolution</dt>
<dd>The resolution of the CB approximation</dd></dl>

Arguments

Calculates the empirical checkerboard approximation to some data. — .ECBC

<dl>

<dt>X</dt>
<dd>A nxrho matrix of n samples of rho variables</dd>


<dt>resolution</dt>
<dd>The resolution of the CB approximation</dd>

</dl>

.ECBC: Calculates the empirical checkerboard approximation to some data.

Description

Usage

Value

Arguments