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

Description Usage Arguments Value

Description

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

Usage

1
.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 July 7, 2019, 1:03 a.m.