EstKendallTau {HMMcopula} | R Documentation |
Sample Kendall's tau Estimation
Description
This function estimates the sample Kendall's tau of a bivariate data matrix
Usage
EstKendallTau(X)
Arguments
X |
(n x 2) matrix |
Value
KendallTau |
estimated sample Kendall's tau of the data |
[Package HMMcopula version 1.1.0 Index]