Copulas and tail dependence, part 1

September 17, 2012 | arthur charpentier

As mentioned in the course last week Venter (2003) suggested nice functions to illustrate tail dependence (see also some slides used in Berlin a few years ago). Joe (1990)'s lambda Joe (1990) suggested a (strong) tail dependence index. For lower t... [Read more...]

Useful functions for data frames

August 9, 2010 | Ralph

The R software system is primarily command line based so when there are large sets of data it is not easy to browse the data frames. There are various useful functions for working with data frames. For example, after loading data from a text file we might want to view ... [Read more...]

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)