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
???

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2015-07-29?20:50??Patton_copula_toolbox\
?????文件????????1341??2006-06-04?13:41??Patton_copula_toolbox\BB7UgivenV_inverse2.m
?????文件????????1243??2006-06-04?13:41??Patton_copula_toolbox\BB7UgivenV_t.m
?????文件?????????810??2006-08-22?18:59??Patton_copula_toolbox\GumbelUgivenV_inverse2.m
?????文件?????????484??2006-06-04?14:00??Patton_copula_toolbox\GumbelUgivenV_t.m
?????文件????????1425??2006-06-04?13:59??Patton_copula_toolbox\Gumbel_rnd.m
?????文件????????1783??2015-05-15?19:58??Patton_copula_toolbox\Gumbel_tvp1_CL.m
?????文件?????????446??2006-03-09?21:29??Patton_copula_toolbox\NormalCopula_CL.m
?????文件?????????864??2001-10-15?05:29??Patton_copula_toolbox\NormalCopula_cdf.m
?????文件?????????730??2001-07-27?03:50??Patton_copula_toolbox\NormalCopula_pdf.m
?????文件????????1338??2006-06-04?14:01??Patton_copula_toolbox\PlackettUgivenV_inverse2.m
?????文件?????????437??2001-08-13?22:44??Patton_copula_toolbox\PlackettUgivenV_t.m
?????文件????????1593??2006-06-04?14:32??Patton_copula_toolbox\ang_chen1.m
?????文件????????1570??2006-06-04?13:41??Patton_copula_toolbox\bb7_rnd.m
?????文件????????2775??2000-11-15?18:22??Patton_copula_toolbox\bisect2.m
?????文件????????1972??2006-03-08?19:55??Patton_copula_toolbox\bivarnormcdf.m
?????文件????????1600??2006-03-08?19:56??Patton_copula_toolbox\bivarnormcdf2.m
?????文件?????????462??2006-03-08?19:55??Patton_copula_toolbox\bivarnormcdf_arg.m
?????文件?????????551??2001-05-07?08:19??Patton_copula_toolbox\bivartLL.m
?????文件????????2172??2003-08-18?10:47??Patton_copula_toolbox\bivartcdfmc.m
?????文件????????1065??2001-08-26?00:23??Patton_copula_toolbox\bivartpdf.m
?????文件????????1757??2006-06-04?15:20??Patton_copula_toolbox\bivnorm_tvp1_CL.m
?????文件????????1118??2007-01-18?16:46??Patton_copula_toolbox\bivnormpdf.m
?????文件????????1082??2006-06-04?13:52??Patton_copula_toolbox\claytonCL.m
?????文件????????1532??2006-06-04?13:47??Patton_copula_toolbox\clayton_cdf.m
?????文件????????1483??2006-08-22?12:34??Patton_copula_toolbox\clayton_pdf.m
?????文件????????1573??2006-06-04?13:47??Patton_copula_toolbox\clayton_rnd.m
?????文件???????25088??2007-01-18?16:48??Patton_copula_toolbox\contents.xls
?????文件????????4024??2015-06-25?15:47??Patton_copula_toolbox\contour_plots_code.m
?????文件????????7129??2015-06-26?20:55??Patton_copula_toolbox\copula_example_code.m
?????文件?????????832??2002-10-12?18:12??Patton_copula_toolbox\corrcoef12.m
............此處省略28個文件信息