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, ), and the paper by Trutschnig (2011, ).


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Reference manual

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install.packages("qad")

1.0.0 by Florian Griessenberger, 2 months ago


https://doi.org/10.1016/j.csda.2020.107058


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


Authors: Florian Griessenberger [aut, cre] , Robert R. Junker [aut] , Valentin Petzel [aut] , Wolfgang Trutschnig [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports ggplot2, data.table, copula, viridis, ggExtra, dplyr, cowplot, Rcpp

Linking to Rcpp


See at CRAN