.local_kernel_integral

Computes the D1-difference of two CB matrizes on a local CB dimension

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

.local_kernel_integral function

<dl><dt>k1</dt>
<dd>Vector of local CB weights of first matrix</dd>
<dt>k2</dt>
<dd>Vector of local CB weights of second matrix</dd>
<dt>y</dt>
<dd>Vector indicating the bin sizes of the local dimension</dd></dl>

Arguments

Computes the D1-difference of two CB matrizes on a local CB dimension — .local_kernel_integral

<dl>

<dt>k1</dt>
<dd>Vector of local CB weights of first matrix</dd>


<dt>k2</dt>
<dd>Vector of local CB weights of second matrix</dd>


<dt>y</dt>
<dd>Vector indicating the bin sizes of the local dimension</dd>

</dl>

.local_kernel_integral: Computes the D1-difference of two CB matrizes on a local CB dimension

Description

Usage

Value

Arguments