tau2par | R Documentation |
Bivariate copulas: mapping of Kendall's tau and copula parameter.
tau2par.bvn(tau)
tau2par.frk(tau)
tau2par.cln(tau)
tau2par.cln90(tau)
tau2par.cln180(tau)
tau2par.cln270(tau)
tau |
Kendall's tau for the copula |
For abbreviations of names of copula families (after the dot in function
names), see dcop
help page.
copula parameter
Joe H (1997) Multivariate Models and Dependence Concepts. Chapman & Hall
Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.
Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.
dcop
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