express_coef_gumb: Gumbel coefficient for Kendall's tau formula

Description Usage Arguments Value

Description

The function is used internally in liouv.Tau.

Usage

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