kendall_func {cort} R Documentation

## Kendall function of a copula (if it has one)

### Description

Currently only implemented for Cort models. Compute the Kendall cdf from the model in a point t

### Usage

kendall_func(object, t, ...)

## S4 method for signature 'Cort'
kendall_func(object, t, M = 1000)


### Arguments

 object : the tree t : the value where to compute the kendall function, may be a vector of evaluation values; ... other parameters passed to methods M the number of simulations

### Value

the quadratic product between the trees

### Functions

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

### Examples

cop <- Cort(LifeCycleSavings[,1:3])
kendall_func(cop,0.5)



[Package cort version 0.3.2 Index]