ParamTau: Unconstrained parameters
In NCSCopula: Non-Central Squared Copula Models Estimation
Description
Usage
Arguments
Value
Author(s)
Examples
Description
This function computes the unconstrainted parameter alpha for a given Kendall's tau
Usage
1
Arguments
family
'Gaussian' , 't' , 'Clayton' , 'Frank' , 'Gumbel'
tau
Kendall's tau of the copula family
Value
alpha
Unconstrainted parameter
Author(s)
Bouchra R. Nasri, August 14, 2019
Examples
1
ParamTau('Clayton',0.5)
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 unconstrainted parameter alpha for a given Kendall's tau
Usage
1 |
Arguments
family |
'Gaussian' , 't' , 'Clayton' , 'Frank' , 'Gumbel' |
tau |
Kendall's tau of the copula family |
Value
alpha |
Unconstrainted parameter |
Author(s)
Bouchra R. Nasri, August 14, 2019
Examples
1 | ParamTau('Clayton',0.5)
|
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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