| 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]