How to compute Kendall's plot for Copulas in matlab

3 ビュー (過去 30 日間)
frankovaT
frankovaT 2021 年 2 月 25 日
編集済み: frankovaT 2021 年 2 月 25 日
Hi
I am working on copulas. I'd like to plot Kendall's plot for copulas in matlab. unfortunately such a dunction does not exist.
therefore I wrote mine based on this fuction.
however I think there is something wrongwe the way I coded it. because it acts the same for postive and negative dependencies. Can someboy check the code and say what is wrong with my coding based on the following formula:
my code:
k=1
%% u and v are 2 sets of variables for which I am aiming to compute dependence
for i=1:10;
for j=1:10;
idx=find(u<(.1*i) & v<.1*(j));
C(k)=length(idx);
k=k+1;
end
end

回答 (0 件)

カテゴリ

Help Center および File ExchangeProbability Distributions についてさらに検索

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by