qad

MaRDI QIDQ54196swMATHCRANFDO

Authors Thimo Kasper, Florian Griessenberger, Wolfgang Trutschnig, Robert R. Junker, Valentin Petzel

Last update 1 October 2025

Copyright license GNU General Public License, version 2.0

Software version identifier 1.0.4, PACKAGES.rds, 0.1.0, 0.1.1, 0.1.2, 0.2.0, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.0.5, 1.0.6

Official website https://cran.r-project.org/web/packages/qad/index.html

Source code repository https://github.com/cran/qad

Description

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>).

Cites work

• Estimating scale-invariant directed dependence of bivariate distributions
• On a strong metric on the space of copulas and its induced dependence measure

Cited in

(4)

• On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation
• XICOR
• Estimating scale-invariant directed dependence of bivariate distributions
• qmd

This page was built for software: qad