joe.theta {STCCGEV}R Documentation

Compute Joe Copula Parameter from Kendall's Tau

Description

Computes the Joe copula dependence parameter based on Kendall's tau.

Usage

joe.theta(tau)

Arguments

tau

Numeric, Kendall's tau correlation coefficient.

Value

Numeric, estimated Joe copula parameter.


[Package STCCGEV version 1.0.0 Index]