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

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))

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