biv_rho {cort}

R Documentation

Spearman's rho matrix of a copula

Description

Computes the bivariate Spearmann's rho matrix for a copula.

Usage

biv_rho(copula)

## S4 method for signature 'Cort'
biv_rho(copula)

Arguments

copula

the copula object

Value

the density of the copula on each observation

Functions

• biv_rho,Cort-method: Method for the class Cort

Examples

cop <- Cort(LifeCycleSavings[,1:3])
biv_rho(cop)

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