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]