express_coef_gumb: Gumbel coefficient for Kendall's tau formula
In lbelzile/lcopula: Liouville Copulas
express_coef_gumb R Documentation
Gumbel coefficient for Kendall's tau formula
Description
The function is used internally in liouv.Tau.
Usage
express_coef_gumb(index_k, index_l, theta, a)
Arguments
index_k
first index
index_l
second index
theta
parameter of the corresponding Archimedean copula
a
sum of alphavec
Value
Gumbel coefficient
lbelzile/lcopula documentation built on Jan. 15, 2024, 12:25 a.m.
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| express_coef_gumb | R Documentation |
Gumbel coefficient for Kendall's tau formula
Description
The function is used internally in liouv.Tau.
Usage
express_coef_gumb(index_k, index_l, theta, a)
Arguments
index_k |
first index |
index_l |
second index |
theta |
parameter of the corresponding Archimedean copula |
a |
sum of alphavec |
Value
Gumbel coefficient
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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