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