Define predictor data x and response y.
load stockreturns
x = stocks(:,2:3);
y = stocks(:,1);
Use that data to perform a regression.
yhat = copreg(x,y,'xpred',x,'ypred',y,'method','Symmetric');
% ===== OUTPUT =====
Fit copula (X,Y)
Fit copula (X)
Case: 2-predictor
Method: Symmetric
Regression Progress: 100.00%
Data length for fitting = 100
Data length for predicting = 100
Evaluation Results:
RMSE = 0.71005
MAPE = 5.4866
wMAPE = 0.69696
Note: The symmetric method only applies to the case of two predictors.
Download: this example is available on demo5.m. Visit Github
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