ktau_to_par: Transform Kendall's tau values to copula parameters
In tscopula: Time Series Copula Models
ktau_to_par R Documentation
Transform Kendall's tau values to copula parameters
Description
Transform Kendall's tau values to copula parameters
Usage
ktau_to_par(family, tau)
Arguments
family
name of copula family
tau
value of Kendall's tau
Value
Scalar value of parameter giving tau for a copula family.
tscopula documentation built on May 29, 2024, 5:53 a.m.
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| ktau_to_par | R Documentation |
Transform Kendall's tau values to copula parameters
Description
Transform Kendall's tau values to copula parameters
Usage
ktau_to_par(family, tau)
Arguments
family |
name of copula family |
tau |
value of Kendall's tau |
Value
Scalar value of parameter giving tau for a copula family.
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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