How can Capula used to obtain a correlation coefficient between the two vector?
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Hi everyone.
I have a data matrix that uncludes input features for predicting electricity price and I want to obtain a correlation coefficient between each column of this data matrix and the price vector using Copula in Matlab.There are several Copula function in Matlab , but I dont know which one and how to use?Please help me. thanks alot.
4 comentarios
Jeff Miller
el 21 de Ag. de 2021
Why don't you simply use the 'corr' function to compute the correlation coefficients?
Nazila Pourhajy
el 22 de Ag. de 2021
Jeff Miller
el 23 de Ag. de 2021
If you have data and want to estimate correlations via copulas, then your teacher probably wants you to use the copulafit function
Nazila Pourhajy
el 23 de Ag. de 2021
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