ktau_to_par {tscopula}R Documentation

Transform Kendall's tau values to copula parameters

Description

Transform Kendall's tau values to copula parameters

Usage

ktau_to_par(family, tau)

Arguments

family

name of copula family

tau

value of Kendall's tau

Value

Scalar value of parameter giving tau for a copula family.


[Package tscopula version 0.3.9 Index]