KendallTau {HMMcopula}R Documentation

Kendall's tau of a copula

Description

Computation of Kendall's tau of a copula family with an unconstrainted parameter alpha.

Usage

KendallTau(family, alpha)

Arguments

family

"gaussian" , "t" , "clayton" , "frank" , "gumbel"

alpha

unconstrainted parameters of the copula family

Value

tau

estimated Kendall's tau


[Package HMMcopula version 1.1.0 Index]