qad: Quantification of Asymmetric Dependence

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>).

Version: 1.0.0
Depends: R (≥ 2.10)
Imports: ggplot2, data.table, copula, viridis, ggExtra, dplyr, cowplot, Rcpp (≥ 1.0.6)
LinkingTo: Rcpp
Published: 2021-02-27
Author: Florian Griessenberger [aut, cre], Robert R. Junker [aut], Valentin Petzel [aut], Wolfgang Trutschnig [aut]
Maintainer: Florian Griessenberger <florian.griessenberger at sbg.ac.at>
License: GPL-2
URL: https://doi.org/10.1016/j.csda.2020.107058
NeedsCompilation: yes
Citation: qad citation info
Materials: NEWS
CRAN checks: qad results

Downloads:

Reference manual: qad.pdf
Package source: qad_1.0.0.tar.gz
Windows binaries: r-devel: qad_1.0.0.zip, r-devel-UCRT: qad_1.0.0.zip, r-release: qad_1.0.0.zip, r-oldrel: qad_1.0.0.zip
macOS binaries: r-release: qad_1.0.0.tgz, r-oldrel: qad_1.0.0.tgz
Old sources: qad archive

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