KendallTau: Kendall's tau of a copula
In HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness of Fit
Description
Usage
Arguments
Value
Description
This function computes the Kendall's tau of a copula family with a unconstrainted parameter alpha.
Usage
1
KendallTau(family, alpha)
Arguments
family
"gaussian" , "t" , "clayton" , "frank" , "gumbel"
alpha
unconstrainted parameters of the copula family
Value
tau
estimated Kendall's tau
HMMcopula documentation built on April 21, 2020, 9:05 a.m.
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.
Description Usage Arguments Value
Description
This function computes the Kendall's tau of a copula family with a unconstrainted parameter alpha.
Usage
1 | KendallTau(family, alpha)
|
Arguments
family |
"gaussian" , "t" , "clayton" , "frank" , "gumbel" |
alpha |
unconstrainted parameters of the copula family |
Value
tau |
estimated Kendall's tau |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.