liouv.Tau: Computes Kendall's tau for Clayton or Gumbel Liouville copula

liouv.TauR 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(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

vector of tau

Examples

liouv.Tau(theta=2, family="gumbel", alphavec=c(1,2))
liouv.Tau(theta=1, family="clayton", alphavec=c(2,1))

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