ParamTau: Alpha estimation
In HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness of Fit
Description
Usage
Arguments
Value
Description
This function computes the unconstrainted parameter alpha for given Kendall's tau value
Usage
1
Arguments
family
'gaussian' , 't' , 'clayton' , 'frank' , 'gumbel'
tau
Kendall's tau of the copula family
Value
alpha
estimated unconstrainted parameter
HMMcopula documentation built on April 21, 2020, 9:05 a.m.
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Description Usage Arguments Value
Description
This function computes the unconstrainted parameter alpha for given Kendall's tau value
Usage
1 |
Arguments
family |
'gaussian' , 't' , 'clayton' , 'frank' , 'gumbel' |
tau |
Kendall's tau of the copula family |
Value
alpha |
estimated unconstrainted parameter |
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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