How to compute Kendall's plot for Copulas in matlab

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frankovaT 2021-2-25

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/756134-how-to-compute-kendall-s-plot-for-copulas-in-matlab

编辑： frankovaT 2021-2-25

I am working on copulas. I'd like to plot Kendall's plot for copulas in matlab. unfortunately such a dunction does not exist.

therefore I wrote mine based on this fuction.

Kendall 's plot

however I think there is something wrongwe the way I coded it. because it acts the same for postive and negative dependencies. Can someboy check the code and say what is wrong with my coding based on the following formula:

my code:

k=1
%% u and v are 2 sets of variables for which I am aiming to compute dependence 
for i=1:10;
    for j=1:10;
           idx=find(u<(.1*i) & v<.1*(j));
        C(k)=length(idx);
       k=k+1;
    end
end