clayton.theta {STCCGEV} | R Documentation |
Compute Clayton Copula Parameter from Kendall's Tau
Description
Computes the Clayton copula dependence parameter based on Kendall's tau.
Usage
clayton.theta(tau)
Arguments
tau |
Numeric, Kendall's tau correlation coefficient. |
Value
Numeric, estimated Clayton copula parameter.
[Package STCCGEV version 1.0.0 Index]