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.
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Jeff Miller
on 23 Aug 2021
If you have data and want to estimate correlations via copulas, then your teacher probably wants you to use the copulafit function
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