GH.theta: Compute Gumbel Copula Parameter from Kendall's Tau

View source: R/GH.theta.R

GH.thetaR Documentation

Compute Gumbel Copula Parameter from Kendall's Tau

Description

Computes the Gumbel-Hougaard copula dependence parameter based on Kendall's tau.

Usage

GH.theta(tau)

Arguments

tau

Numeric, Kendall's tau correlation coefficient.

Value

Numeric, estimated Gumbel copula parameter.


STCCGEV documentation built on April 4, 2025, 1:50 a.m.