How to compute Kendall's plot for Copulas in matlab

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frankovaT
frankovaT 2021-2-25
编辑： frankovaT 2021-2-25
Hi
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

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