.liouv.iTau_s {lcopula}R Documentation

Moment estimate for theta derived from Kendall's \tau

Description

The moment estimates are based on inversion of the formula Kendall's \tau for Clayton or Gumbel Liouville copula

Usage

.liouv.iTau_s(tau_hat, family, alphavec)

Arguments

tau_hat

estimated Kendall's \tau value from data

family

family of the Liouville copula. Either "clayton" or "gumbel"

alphavec

vector of Dirichlet allocations (must be a vector of integers)

Value

Value of theta


[Package lcopula version 1.0.7 Index]