BiCopPar2Tau.MO {MMDCopula}

Convert between parameter and Kendall's tau for Marshall-Olkin copulas

Description

Convert between parameter and Kendall's tau for Marshall-Olkin copulas

Usage

BiCopPar2Tau.MO(par)

BiCopTau2Par.MO(tau)

Arguments

par

the parameter of the Marshall-Olkin copula

tau

the Kendall's tau of the Marshall-Olkin copula

Value

Either the Kendall's tau or the parameter of the Marshall-Olkin copula.

References

Nelsen, R. B. (2007). An introduction to copulas. Springer Science & Business Media. (Example 5.5)

Examples

BiCopPar2Tau.MO(par = 0.5)
BiCopTau2Par.MO(tau = 1/3)