clayton.theta: Compute Clayton Copula Parameter from Kendall's Tau

View source: R/clayton.theta.R

clayton.thetaR Documentation

Compute Clayton Copula Parameter from Kendall's Tau

Description

Computes the Clayton copula dependence parameter based on Kendall's tau.

Usage

clayton.theta(tau)

Arguments

tau

Numeric, Kendall's tau correlation coefficient.

Value

Numeric, estimated Clayton copula parameter.


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