express_coef_gumb: Gumbel coefficient for Kendall's tau formula

View source: R/liouville.R

express_coef_gumbR Documentation

Gumbel coefficient for Kendall's tau formula

Description

The function is used internally in liouv.Tau.

Usage

express_coef_gumb(index_k, index_l, theta, a)

Arguments

index_k

first index

index_l

second index

theta

parameter of the corresponding Archimedean copula

a

sum of alphavec

Value

Gumbel coefficient


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