BiCopPar2Tau.MO: Convert between parameter and Kendall's tau for...
In MMDCopula: Robust Estimation of Copulas by Maximum Mean Discrepancy
View source: R/MarshallOlkin_utils.R
BiCopPar2Tau.MO R Documentation
Convert between parameter and Kendall's tau for Marshall-Olkin copulas
Description
Convert between parameter and Kendall's tau for Marshall-Olkin copulas
Usage
BiCopPar2Tau.MO(par)
BiCopTau2Par.MO(tau)
Arguments
par
the parameter of the Marshall-Olkin copula
tau
the Kendall's tau of the Marshall-Olkin copula
Value
Either the Kendall's tau or the parameter of the Marshall-Olkin copula.
References
Nelsen, R. B. (2007). An introduction to copulas. Springer Science & Business Media.
(Example 5.5)
Examples
BiCopPar2Tau.MO(par = 0.5)
BiCopTau2Par.MO(tau = 1/3)
MMDCopula documentation built on April 25, 2022, 5:06 p.m.
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View source: R/MarshallOlkin_utils.R
| BiCopPar2Tau.MO | R Documentation |
Convert between parameter and Kendall's tau for Marshall-Olkin copulas
Description
Convert between parameter and Kendall's tau for Marshall-Olkin copulas
Usage
BiCopPar2Tau.MO(par) BiCopTau2Par.MO(tau)
Arguments
par |
the parameter of the Marshall-Olkin copula |
tau |
the Kendall's tau of the Marshall-Olkin copula |
Value
Either the Kendall's tau or the parameter of the Marshall-Olkin copula.
References
Nelsen, R. B. (2007). An introduction to copulas. Springer Science & Business Media. (Example 5.5)
Examples
BiCopPar2Tau.MO(par = 0.5) BiCopTau2Par.MO(tau = 1/3)
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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