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]