Description Usage Arguments Value Author(s) See Also Examples

View source: R/CDVinePar2Tau.r

This function computes the values of Kendall's tau corresponding to the parameters of a C- or D-vine copula model.

1 |

`family` |
A d*(d-1)/2 integer vector of C-/D-vine pair-copula families with values |

`par` |
A d*(d-1)/2 vector of pair-copula parameters. |

`par2` |
A d*(d-1)/2 vector of second parameters for pair-copula families with two parameters (t, BB1, BB6, BB7, BB8;
default: |

A d*(d-1)/2 vector of theoretical Kendall's tau values corresponding to the given pair-copula families and parameters.

Eike Brechmann

1 2 3 4 5 6 7 | ```
# specify the vine
fam3 = c(5,1,3,14,3,2)
par3 = c(0.9,0.3,0.2,1.1,0.2,0.7)
nu3 = c(0,0,0,0,0,7)
# compute the corresponding Kendall's tau values
tau = CDVinePar2Tau(fam3,par3,nu3)
``` |

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