Mapping of Kendall's tau and copula parameter

Description

Bivariate copulas: mapping of Kendall's tau and copula parameter.

Usage

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Arguments

tau

Kendall's tau for the copula

Details

For abbreviations of names of copula families (after the dot in function names), see dcop help page.

Value

copula parameter

References

Joe H (1997) Multivariate Models and Dependence Concepts. Chapman & Hall

Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall

Joe H (2014) CopulaModel: Dependence Modeling with Copulas. URL http://copula.stat.ubc.ca/

See Also

dcop