evTestK

equivalent to 'evTestK' in copula package of R

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Test of extreme-value dependence based on the bivariate probability integral transformation of copula. The
test statistic is defined in Ben Ghorbal, G. Nešlehová, and Genest (2009).
it also uses outer.m : a generalized outer function by Carl Witthoft

Cite As

M Bateni (2026). evTestK (https://www.mathworks.com/matlabcentral/fileexchange/58131-evtestk), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: outer.m : a generalized outer function

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0