KendallTau {HMMcopula} | R Documentation |
Computation of Kendall's tau of a copula family with an unconstrainted parameter alpha.
KendallTau(family, alpha)
family |
"gaussian" , "t" , "clayton" , "frank" , "gumbel" |
alpha |
unconstrainted parameters of the copula family |
tau |
estimated Kendall's tau |