liouv.iTau: Moment estimate for theta derived from Kendall's tau formula

Description Usage Arguments Value Examples

Description

The moment estimates are based on inversion of the formula Kendall's tau for Clayton or Gumbel Liouville copula

Usage

1
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

1
2
liouv.iTau(0.5,family="gumbel", c(1,2))
liouv.iTau(0.5,family="clayton", c(3,2))

lcopula documentation built on May 30, 2017, 4:36 a.m.

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