taucop {CopulaInference}R Documentation

Kendall's tau for a copula family

Description

This function computes Kendall's tau for a copula family

Usage

taucop(family_number, cpar, rotation = 0)

Arguments

family_number

Integer from 1 to 10

cpar

Copula parameters

rotation

Rotation: 0 (default value), 90, 180, or 270.

Value

tau

Kendall's tau

Examples

taucop(4,2,270) # Gumbel copula



[Package CopulaInference version 0.5.0 Index]