View source: R/MarshallOlkin_utils.R
BiCopPar2Tau.MO | R Documentation |
Convert between parameter and Kendall's tau for Marshall-Olkin copulas
BiCopPar2Tau.MO(par) BiCopTau2Par.MO(tau)
par |
the parameter of the Marshall-Olkin copula |
tau |
the Kendall's tau of the Marshall-Olkin copula |
Either the Kendall's tau or the parameter of the Marshall-Olkin copula.
Nelsen, R. B. (2007). An introduction to copulas. Springer Science & Business Media. (Example 5.5)
BiCopPar2Tau.MO(par = 0.5) BiCopTau2Par.MO(tau = 1/3)
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