Installation
About
Estimates the rearranged dependence measure ('RDM') of two continuous random variables for different underlying measures. Furthermore, it provides a method to estimate the (SI)-rearrangement copula using empirical checkerboard copulas. It is based on the theoretical results presented in Strothmann et al. (2022)
Citation | RDM citation info |
github.com/ChristopherStrothmann/RDM | |
Bug report | File report |
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