Compute Kendall's Tau

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Description

Computes Kendalls Tau for an object of the class copula

Usage

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Kendalls.tau(copula, tol = 1e-05)

Arguments

copula

copula

tol

tol

Details

~~ If necessary, more details than the description above ~~

Value

a numerical value

Author(s)

Rene Carmona

See Also

Spearmans.rho

Examples

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##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function(copula, tol = 1e-5) standardGeneric("Kendalls.tau")