rhoplackett: Spearman's rho for Plackett copula
In CopulaInference: Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions
rhoplackett R Documentation
Spearman's rho for Plackett copula
Description
Computes the theoretical Spearman's rho for Plackett copula
Usage
rhoplackett(cpar, rotation = 0)
Arguments
cpar
Copula parameter; can be a vector.
rotation
Rotation: 0 (default value), 90, 180, or 270.
Value
rho
Spearman's rho
References
Remillard (2013). Statistical Methods for Financial Engineering. CRC Press
Examples
rhoplackett(3,rotation=90)
CopulaInference documentation built on April 21, 2023, 9:07 a.m.
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| rhoplackett | R Documentation |
Spearman's rho for Plackett copula
Description
Computes the theoretical Spearman's rho for Plackett copula
Usage
rhoplackett(cpar, rotation = 0)
Arguments
cpar |
Copula parameter; can be a vector. |
rotation |
Rotation: 0 (default value), 90, 180, or 270. |
Value
rho |
Spearman's rho |
References
Remillard (2013). Statistical Methods for Financial Engineering. CRC Press
Examples
rhoplackett(3,rotation=90)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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