| rhoplackett {CopulaInference} | R Documentation |
Spearman's rho for Plackett copula
Description
Computes the theoretical Spearman's rho for Plackett copula
Usage
rhoplackett(cpar, rotation = 0)
Arguments
cpar |
Copula parameter; can be a vector. |
rotation |
Rotation: 0 (default value), 90, 180, or 270. |
Value
rho |
Spearman's rho |
References
Remillard (2013). Statistical Methods for Financial Engineering. CRC Press
Examples
rhoplackett(3,rotation=90)
[Package CopulaInference version 0.5.0 Index]