ParamTau {HMMcopula} | R Documentation |
Alpha estimation
Description
Unconstrainted parameter for a given Kendall's tau.
Usage
ParamTau(family, tau)
Arguments
family |
'gaussian' , 't' , 'clayton' , 'frank' , 'gumbel' |
tau |
Kendall's tau of the copula family |
Value
alpha |
estimated unconstrainted parameter |
[Package HMMcopula version 1.1.0 Index]