par_to_ktau {rvinecopulib} | R Documentation |
Conversion between Kendall's tau and parameters
Description
Conversion between Kendall's tau and parameters
Usage
par_to_ktau(family, rotation, parameters)
ktau_to_par(family, tau)
Arguments
family |
a copula family (see |
rotation |
the rotation of the copula, one of |
parameters |
vector or matrix of copula parameters, not used when
|
tau |
Kendall's |
Examples
# the following are equivalent
par_to_ktau(bicop_dist("clayton", 0, 3))
par_to_ktau("clayton", 0, 3)
ktau_to_par("clayton", 0.5)
ktau_to_par(bicop_dist("clayton", 0, 3), 0.5)
[Package rvinecopulib version 0.6.3.1.1 Index]