Tau2Rho {HMMcopula} | R Documentation |
Value of Spearman's rho corresponding to a constrainted (matlab) parameter theta for a copula family.
Tau2Rho(family, theta)
family |
'gaussian' , 't' , 'clayton' , 'frank' , 'gumbel' |
theta |
parameter of the copula according to CRAN copula package (except for Frank copula, where theta = log(theta_R_Package)) |
rho |
estimated Spearman's rho |