biv_tau {cort}R Documentation

Kendall's tau matrix of a copula

Description

Computes the bivariate Kendall's tau matrix for a copula.

Usage

biv_tau(copula)

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

Arguments

copula

the copula object

Value

the density of the copula on each observation

Functions

Examples

cop <- Cort(cort::funcdep_data[1:10,1:3])
biv_tau(cop)


[Package cort version 0.3.2 Index]