Gamma2chi_3D {graphicalExtremes}R Documentation

Compute theoretical \chi in 3D

Description

Computes the theoretical \chi coefficient in 3 dimensions.

Usage

Gamma2chi_3D(Gamma)

Arguments

Gamma

Numeric 3 \times 3 matrix.

Value

The 3-dimensional \chi coefficient, i.e., the extremal correlation coefficient for the HR distribution. Note that 0 \leq \chi \leq 1.


[Package graphicalExtremes version 0.3.4 Index]