liouv.Tau: Computes Kendall's tau for Clayton or Gumbel Liouville copula
In lcopula: Liouville Copulas
liouv.Tau R 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 May 29, 2024, 5:42 a.m.
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| liouv.Tau | R 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 |
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))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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