tauGGEE_COP: Kendall's tau of the GGEE copula

View source: R/fullrange2.R

tauGGEE_COPR Documentation

Kendall's tau of the GGEE copula

Description

Kendall's tau of the bivariate copula that has full-range tail dependence in both upper and lower tails

Usage

tauGGEE_COP(al, be)

Arguments

al, be

the two shape parameters.

Examples

tauGGEE_COP(0.5, 1)

larryleihua/CopulaOne documentation built on Jan. 18, 2024, 5:28 a.m.