tidyfun: Tidy Exploratory Analysis for Functional Data R packages "tf" and "tidyfun" implement a unified interface for working with regularly or irregularly observed function-valued data. The packages follow the tidyverse design philosophy of R packages and are aimed at lowering the barrier of entry for analysts in order to quickly and painlessly analyse and interact […]
Generalised Covariance and Correlations The covariance of two random variables measures the average joint deviations from their respective means. We generalise this well-known measure by replacing the means with other statistical functionals such as quantiles, expectiles, or thresholds. Deviations from these functionals are defined via generalised errors, often induced by identification or moment functions. As […]
Vine Copula based Probabilistic Weather Forecasting ... text follows soon ...