.random_CB

Creates a random CB copula of resolution 2^steps

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

.random_CB function

<dl><dt>rho</dt>
<dd>The number of variables</dd>
<dt>steps</dt>
<dd>Number of iteration steps, the final resolution will be 2^steps</dd>
<dt>de</dt>
<dd>Exponent to increase dependence</dd>
<dt>ie</dt>
<dd>Exponent to increase independence</dd></dl>

Arguments

Creates a random CB copula of resolution 2^steps — .random_CB

<dl>

<dt>rho</dt>
<dd>The number of variables</dd>


<dt>steps</dt>
<dd>Number of iteration steps, the final resolution will be 2^steps</dd>


<dt>de</dt>
<dd>Exponent to increase dependence</dd>


<dt>ie</dt>
<dd>Exponent to increase independence</dd>

</dl>

.random_CB: Creates a random CB copula of resolution 2^steps

Description

Usage

Value

Arguments