liouv.Tau {lcopula} | R Documentation |
Computes Kendall's tau for Clayton or Gumbel Liouville copula
Description
The function computes Kendall's for the given model, given
alphavec
Usage
liouv.Tau(theta, family, alphavec)
Arguments
theta |
parameter of the corresponding Archimedean copula |
family |
family of the Liouville copula. Either |
alphavec |
vector of Dirichlet allocations (must be a vector of integers) |
Value
vector of
Examples
liouv.Tau(theta=2, family="gumbel", alphavec=c(1,2))
liouv.Tau(theta=1, family="clayton", alphavec=c(2,1))
[Package lcopula version 1.0.7 Index]