emp_chi_multdim {graphicalExtremes} | R Documentation |
Empirical estimation of extremal correlation
Description
Estimates the d
-dimensional extremal correlation coefficient empirically.
Usage
emp_chi_multdim(data, p = NULL)
Arguments
data |
Numeric |
p |
Numeric scalar between 0 and 1 or |
Value
Numeric scalar. The empirical d
-dimensional extremal correlation coefficient
for the
data
.
See Also
Other parameter estimation methods:
data2mpareto()
,
emp_chi()
,
emp_vario()
,
emtp2()
,
fmpareto_HR_MLE()
,
fmpareto_graph_HR()
,
loglik_HR()
Examples
n <- 100
d <- 2
p <- .8
G <- cbind(
c(0, 1.5),
c(1.5, 0)
)
set.seed(123)
my_data <- rmstable(n, "HR", d = d, par = G)
emp_chi_multdim(my_data, p)
[Package graphicalExtremes version 0.3.2 Index]