depmeas2cpar: Convert from a dependence measure to copula parameter
In YafeiXu/CopulaModel: CopulaModel: Dependence Modeling with Copulas

Description Usage Arguments Details Value See Also Examples

Convert from a dependence measure to copula parameter

1	depmeas2cpar(values,type="beta",copname="gumbel")

`values`	vector of values between 0 and 1
`type`	"beta", "tau", "rhoS" or "rhoN"; see deptab
`copname`	copula family: current choices are "plackett", "frank", "mtcj", "joe", "gumbel", "galambos", "huesler-reiss".

The output values are obtained by interpolation from tables.

copula parameters with the given dependence measure values

deptab deppar2taurhobetalambda pcinterpolate

values=c(0.29,0.79,0.41,0.88)
depmeas2cpar(values,"beta","gumbel")
depmeas2cpar(values,"tau","galambos")
depmeas2cpar(values,"rhoS","frank")
depmeas2cpar(values,"rhoN","plackett")