Kendalls.tau: Compute Kendall's Tau
In Rsafd: Statistical Analysis of Financial Data in R
Description
Usage
Arguments
Details
Value
Author(s)
See Also
Examples
Description
Computes Kendalls Tau for an object of the class copula
Usage
1
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
Examples
1
2
3
4
5
6
##---- 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")
Rsafd documentation built on May 2, 2019, 5:20 p.m.
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Description Usage Arguments Details Value Author(s) See Also Examples
Description
Computes Kendalls Tau for an object of the class copula
Usage
1 | Kendalls.tau(copula, tol = 1e-05)
|
Arguments
copula |
|
tol |
|
Details
~~ If necessary, more details than the description above ~~
Value
a numerical value
Author(s)
Rene Carmona
See Also
Examples
1 2 3 4 5 6 | ##---- 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")
|
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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