par_to_ktau: Conversion between Kendall's tau and parameters

In rvinecopulib: High Performance Algorithms for Vine Copula Modeling

Conversion between Kendall's tau and parameters

Description

Conversion between Kendall's tau and parameters

Usage

par_to_ktau(family, rotation, parameters)

ktau_to_par(family, tau)

Arguments

family	a copula family (see bicop_dist()) or a bicop_dist object.
rotation	the rotation of the copula, one of 0, 90, 180, 270.
parameters	vector or matrix of copula parameters, not used when family is a bicop_dist object.
tau	Kendall's τ.

Examples

# the following are equivalent
par_to_ktau(bicop_dist("clayton", 0, 3))
par_to_ktau("clayton", 0, 3)

ktau_to_par("clayton", 0.5)
ktau_to_par(bicop_dist("clayton", 0, 3), 0.5)

rvinecopulib documentation built on March 7, 2023, 6:20 p.m.