kendall {tscopula}R Documentation

Generic for Kendall correlations

Description

Methods are available for objects of class armacopula, dvinecopula, dvinecopula2 and vtscopula.

Usage

kendall(object, ...)

Arguments

object

an object of the model class.

...

further arguments to be passed to Kendall calculation.

Value

A vector of Kendall correlations.


[Package tscopula version 0.3.9 Index]