tau2par: Mapping of Kendall's tau and copula parameter

tau2parR Documentation

Mapping of Kendall's tau and copula parameter

Description

Bivariate copulas: mapping of Kendall's tau and copula parameter.

Usage

tau2par.bvn(tau)
tau2par.frk(tau)
tau2par.cln(tau)
tau2par.cln90(tau)
tau2par.cln180(tau)
tau2par.cln270(tau)

Arguments

tau

Kendall's tau for the copula

Details

For abbreviations of names of copula families (after the dot in function names), see dcop help page.

Value

copula parameter

References

Joe H (1997) Multivariate Models and Dependence Concepts. Chapman & Hall

Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.

Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.

See Also

dcop


CopulaREMADA documentation built on Oct. 18, 2024, 1:08 a.m.