Description Usage Arguments Value Examples
Find polytope of attainable weights from partial concordance signature
1 | findpolytope(sig, d)
|
sig |
partial concordance signature |
d |
dimension of copula |
a matrix where each row is a vertex of the polytope
1 2 3 | tau <- c(-0.19, -0.29, 0.49, -0.34, 0.3, -0.79)
kappa <- c(1, (1 + tau)/2)
findpolytope(kappa, d = 4)
|
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