wangys96/Cross-Quantilogram wangys96/Cross-Quantilogram

  • Stars
    star
    12
  • Rank 1,597,372 (Top 32 %)
  • Language
    Python
  • License
    MIT License
  • Created over 5 years ago
  • Updated about 4 years ago
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wangys96/Cross-Quantilogram
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wangys96

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Repository Details

A quantile dependent method to calculate the correlation between two series.

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