| KendallTau {NCSCopula} | R Documentation |
Kendall's tau of a copula
Description
This function computes the Kendall's tau of a copula family for a given a unconstrainted parameter alpha.
Usage
KendallTau(family, alpha)
Arguments
family |
"Gaussian" , "t" , "Clayton" , "Frank" , "Gumbel" |
alpha |
unconstrainted parameters of the copula family |
Value
tau |
estimated Kendall's tau |
theta |
estimated copula parameter (constrained) |
Author(s)
Bouchra R. Nasri, August 14, 2019
Examples
KendallTau('Clayton',0)
[Package NCSCopula version 1.0.1 Index]