Library: | finance |
See also: | xtremes |
Quantlet: | xtremesaux | |
Description: | auxiliary quantlet for xtremes |
Usage: | r=xtremesaux(x,y,colind) | |
Input: | ||
x | n x 1 vector of data | |
y | n x 1 vector of data | |
colind | scalar, index of colors | |
Output: | ||
r | n x 2 vector of data (x~y) with mask already set |