function?out1?=?ang_chen1（XYq）
%?function?out1?=?ang_chen1（XYq）
%
%?Computes?the?‘exceedence?correlations‘?discussed?in
%?Ang?and?Chen?（2001）:??Corr[XY|X>vY>v]?if?v>0?and?X%?
%?INPUTS:	X?a?Tx1?vector?of?data
%				Y?a?Tx1?vector?of?data
%				q?a?kx1?vector?of?quantiles?to?estimate?the?correl?
%
%?OUTPUT:	out1?a?qx1?vector?of?the?measure?at?each?quantile
%
%?Wednesday?10?October?2001
%
%?Andrew?Patton
%
%?see?also:?quantiledep.m
%


T?=?size（X1）;
k?=?size（q1）;
out1?=?nines（k+11）;		%?there‘s?an?extra?one?because?we?do?both?above?and?below?0.5

counter?=?1;
for?jj?=?1:k;
???if?q（jj）<0.5;		%?then?this?is?a?‘lower‘?quantile?dependence?measure
??????temp?=?find（?（X<=quantile（Xq（jj）））.*（Y<=quantile（Yq（jj）））?）;
??????if?size（temp1）<=1
?????????out1（counter1）?=?-999.99;		%?not?enough?obs?to?compute?the?correlation
??????else
?????????out1（counter1）?=?corrcoef12（X（temp）Y（temp））;
??????end
??????counter=counter+1;
???elseif?q（jj）==0.5
??????temp?=?find（?（X<=quantile（Xq（jj）））.*（Y<=quantile（Yq（jj）））?）;
??????out1（counter1）?=?corrcoef12（X（temp）Y（temp））;
??????temp?=?find（?（X>quantile（Xq（jj）））.*（Y>quantile（Yq（jj）））?）;??????
??????out1（counter+11）?=?corrcoef12（X（temp）Y（temp））;
??????counter=counter+2;
???else
??????temp?=?find（?（X>quantile（Xq（jj）））.*（Y>quantile（Yq（jj）））?）;??????
??????if?size（temp1）<=1
?????????out1（counter1）?=?-999.99;%?not?enough?obs?to?compute?the?correlation
??????else
?????????out1（counter1）?=?corrcoef12（X（temp）Y（temp））;
??????end
??????counter=counter+1;
???end
end

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件?????????832??2002-10-12?18:12??corrcoef12.m
?????文件????????1570??2006-06-04?13:41??bb7_rnd.m
?????文件????????1341??2006-06-04?13:41??BB7UgivenV_inverse2.m
?????文件????????1243??2006-06-04?13:41??BB7UgivenV_t.m
?????文件????????2775??2000-11-15?18:22??bisect2.m
?????文件????????1972??2006-03-08?19:55??bivarnormcdf.m
?????文件?????????462??2006-03-08?19:55??bivarnormcdf_arg.m
?????文件????????1600??2006-03-08?19:56??bivarnormcdf2.m
?????文件????????2172??2003-08-18?10:47??bivartcdfmc.m
?????文件?????????551??2001-05-07?08:19??bivartLL.m
?????文件????????1065??2001-08-26?00:23??bivartpdf.m
?????文件????????1532??2006-06-04?13:47??clayton_cdf.m
?????文件????????1483??2006-08-22?12:34??clayton_pdf.m
?????文件????????1573??2006-06-04?13:47??clayton_rnd.m
?????文件????????1082??2006-06-04?13:52??claytonCL.m
?????文件????????6937??2008-05-14?16:10??copula_example_code.m
?????文件????????1593??2006-06-04?14:32??ang_chen1.m
?????文件?????????559??2001-04-27?16:22??cov12.m
?????文件?????????994??2006-02-27?23:24??empiricalCDF.m
?????文件?????????426??2003-03-11?15:46??frankCL.m
?????文件????????1143??2006-06-04?13:57??gumbel_cdf.m
?????文件????????1285??2006-06-04?13:59??gumbel_pdf.m
?????文件????????1425??2006-06-04?13:59??Gumbel_rnd.m
?????文件????????1095??2006-06-04?13:59??gumbelCL.m
?????文件?????????810??2006-08-22?18:59??GumbelUgivenV_inverse2.m
?????文件?????????484??2006-06-04?14:00??GumbelUgivenV_t.m
?????文件?????????440??2002-05-05?22:39??kappa2tau.m
?????文件????????1403??2003-04-16?09:44??nines.m
?????文件?????????864??2001-10-15?05:29??NormalCopula_cdf.m
?????文件?????????446??2006-03-09?21:29??NormalCopula_CL.m
?????文件?????????730??2001-07-27?03:50??NormalCopula_pdf.m
............此處省略27個文件信息