Estimation of Bivariate Quantiles

Computation of bivariate quantiles via linear programming based on a novel direction-based approach using the cumulative distribution function.


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install.packages("bivquant")

0.1 by Nadja Klein, 2 months ago


Browse source code at https://github.com/cran/bivquant


Authors: Nadja Klein <[email protected]> , Paul Wiemann <[email protected]>


Documentation:   PDF Manual  


GPL-2 license


Imports cubature, regpro, lpSolve, mvtnorm, copula, MASS


See at CRAN