dot-liouv.Tau_s: Computes Kendall's tau for Clayton or Gumbel Liouville copula

.liouv.Tau_sR Documentation

Computes Kendall's tau for Clayton or Gumbel Liouville copula

Description

The function computes Kendall's tau for the given model, given alphavec

Usage

.liouv.Tau_s(theta, family, alphavec)

Arguments

theta

parameter of the corresponding Archimedean copula

family

family of the Liouville copula. Either "clayton" or "gumbel"

alphavec

vector of Dirichlet allocations (must be a vector of integers)

Value

value of tau


lcopula documentation built on April 26, 2022, 1:08 a.m.