express_coef_gumb {lcopula} | R Documentation |
Gumbel coefficient for Kendall's tau formula
Description
The function is used internally in liouv.Tau.
Usage
express_coef_gumb(index_k, index_l, theta, a)
Arguments
index_k |
first index |
index_l |
second index |
theta |
parameter of the corresponding Archimedean copula |
a |
sum of alphavec |
Value
Gumbel coefficient
[Package lcopula version 1.0.7 Index]