kendall_func-methods: Kendall function of a copula (if it has one)

In cort: Some Empiric and Nonparametric Copula Models

Description

Currently only implemented for Cort models. Compute the Kendall cdf from the model in a point t

Usage

kendall_func(object, t, ...)

## S4 method for signature 'Cort'
kendall_func(object, t, M = 1000)

Arguments

object	: the tree
t	: the value where to compute the kendall function, may be a vector of evaluation values;
...	other parameters passed to methods
M	the number of simulations

Value

the quadratic product between the trees

Functions

• kendall_func,Cort-method: Method for the class Cort

Examples

cop <- Cort(LifeCycleSavings[,1:3])
kendall_func(cop,0.5)

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