dot-liouv.iTau_s: Moment estimate for 'theta' derived from Kendall's tau

.liouv.iTau_sR Documentation

Moment estimate for theta derived from Kendall's \tau

Description

The moment estimates are based on inversion of the formula Kendall's \tau for Clayton or Gumbel Liouville copula

Usage

.liouv.iTau_s(tau_hat, family, alphavec)

Arguments

tau_hat

estimated Kendall's \tau value from data

family

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

alphavec

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

Value

Value of theta


lcopula documentation built on April 21, 2023, 9:07 a.m.