KendallTau {HMMcopula} | R Documentation |
Kendall's tau of a copula
Description
Computation of Kendall's tau of a copula family with an unconstrainted parameter alpha.
Usage
KendallTau(family, alpha)
Arguments
family |
"gaussian" , "t" , "clayton" , "frank" , "gumbel" |
alpha |
unconstrainted parameters of the copula family |
Value
tau |
estimated Kendall's tau |
[Package HMMcopula version 1.1.0 Index]