KendallTau: Kendall's tau of a copula
In NCSCopula: Non-Central Squared Copula Models Estimation
Description
Usage
Arguments
Value
Author(s)
Examples
Description
This function computes the Kendall's tau of a copula family for a given 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
theta
estimated copula parameter (constrained)
Author(s)
Bouchra R. Nasri, August 14, 2019
Examples
1
KendallTau('Clayton',0)
NCSCopula documentation built on Dec. 1, 2019, 1:21 a.m.
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Description Usage Arguments Value Author(s) Examples
Description
This function computes the Kendall's tau of a copula family for a given 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 |
theta |
estimated copula parameter (constrained) |
Author(s)
Bouchra R. Nasri, August 14, 2019
Examples
1 | KendallTau('Clayton',0)
|
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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