| ParamTau {NCSCopula} | R Documentation |
Unconstrained parameters
Description
This function computes the unconstrainted parameter alpha for a given Kendall's tau
Usage
ParamTau(family, tau)
Arguments
family |
'Gaussian' , 't' , 'Clayton' , 'Frank' , 'Gumbel' |
tau |
Kendall's tau of the copula family |
Value
alpha |
Unconstrainted parameter |
Author(s)
Bouchra R. Nasri, August 14, 2019
Examples
ParamTau('Clayton',0.5)
[Package NCSCopula version 1.0.1 Index]