k.tau: Kendall's tau a fitted joint model

View source: R/k.tau.R

k.tauR Documentation

Kendall's tau a fitted joint model

Description

k.tau can be used to calculate the Kendall's tau from a fitted joint model with intervals obtained via posterior simulation.

Usage


k.tau(x, prob.lev = 0.05)

Arguments

x

A fitted gjrm object as produced by the respective fitting function.

prob.lev

Overall probability of the left and right tails of the probabilities' distributions used for interval calculations.

Details

This function calculates the Kendall's tau a fitted simultaneous model, with intervals obtained via posterior simulation. Note that this is derived under the assumption of continuous margins.

Value

res

It returns the estimated tau with lower and upper interval limits.

Author(s)

Maintainer: Giampiero Marra giampiero.marra@ucl.ac.uk

See Also

GJRM-package, gjrm


GJRM documentation built on Oct. 25, 2024, 5:07 p.m.