EstKendallTau {HMMcopula}R Documentation

Sample Kendall's tau Estimation

Description

This function estimates the sample Kendall's tau of a bivariate data matrix

Usage

EstKendallTau(X)

Arguments

X

(n x 2) matrix

Value

KendallTau

estimated sample Kendall's tau of the data


[Package HMMcopula version 1.1.0 Index]