ParamTau {HMMcopula}R Documentation

Alpha estimation

Description

Unconstrainted parameter for a given Kendall's tau.

Usage

ParamTau(family, tau)

Arguments

family

'gaussian' , 't' , 'clayton' , 'frank' , 'gumbel'

tau

Kendall's tau of the copula family

Value

alpha

estimated unconstrainted parameter


[Package HMMcopula version 1.1.0 Index]