tauGGEE_COP_sim: Kendall's tau of the GGEE copula (based on simulations)
In larryleihua/CopulaOne: A Collection of full-range tail dependence Copulas
tauGGEE_COP_sim R Documentation
Kendall's tau of the GGEE copula (based on simulations)
Description
Kendall's tau of the bivariate copula that has full-range tail dependence in both upper and lower tails
Usage
tauGGEE_COP_sim(al, be, n = 1e+07)
Arguments
al, be
the two shape parameters.
Examples
tauGGEE_COP_sim(0.5, 1)
larryleihua/CopulaOne documentation built on July 4, 2025, 7:22 p.m.
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| tauGGEE_COP_sim | R Documentation |
Kendall's tau of the GGEE copula (based on simulations)
Description
Kendall's tau of the bivariate copula that has full-range tail dependence in both upper and lower tails
Usage
tauGGEE_COP_sim(al, be, n = 1e+07)
Arguments
al, be |
the two shape parameters. |
Examples
tauGGEE_COP_sim(0.5, 1)
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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