biv_rho-methods: Spearman's rho matrix of a copula

Description Usage Arguments Value Functions Examples

Description

Computes the bivariate Spearmann's rho matrix for a copula.

Usage

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biv_rho(copula)

## S4 method for signature 'Cort'
biv_rho(copula)

Arguments

copula

the copula object

Value

the density of the copula on each observation

Functions

Examples

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cop <- Cort(LifeCycleSavings[,1:3])
biv_rho(cop)

cort documentation built on Jan. 13, 2021, 8:57 p.m.