liouv.iTau: Moment estimate for theta derived from Kendall's tau formula
In lcopula: Liouville Copulas
liouv.iTau R Documentation
Moment estimate for theta derived from Kendall's tau formula
Description
The moment estimates are based on inversion of the formula Kendall's tau for Clayton or Gumbel Liouville copula
Usage
liouv.iTau(tau_hat, family, alphavec)
Arguments
tau_hat
estimated vector of Kendall's tau values
family
family of the Liouville copula. Either "clayton" or "gumbel"
alphavec
vector of Dirichlet allocations (must be a vector of integers)
Value
Vector of theta
Examples
liouv.iTau(0.5,family="gumbel", c(1,2))
liouv.iTau(0.5,family="clayton", c(3,2))
lcopula documentation built on May 29, 2024, 5:42 a.m.
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| liouv.iTau | R Documentation |
Moment estimate for theta derived from Kendall's tau formula
Description
The moment estimates are based on inversion of the formula Kendall's tau for Clayton or Gumbel Liouville copula
Usage
liouv.iTau(tau_hat, family, alphavec)
Arguments
tau_hat |
estimated vector of Kendall's tau values |
family |
family of the Liouville copula. Either |
alphavec |
vector of Dirichlet allocations (must be a vector of integers) |
Value
Vector of theta
Examples
liouv.iTau(0.5,family="gumbel", c(1,2))
liouv.iTau(0.5,family="clayton", c(3,2))
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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