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

Description Usage Arguments Value Examples

Description

The function computes Kendall's tau for the given model, given alphavec

Usage

1
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

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


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