frank.theta {STCCGEV}R Documentation

Compute Frank Copula Parameter from Kendall's Tau

Description

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

Usage

frank.theta(tau)

Arguments

tau

Numeric, Kendall's tau correlation coefficient.

Value

Numeric, estimated Frank copula parameter.


[Package STCCGEV version 1.0.0 Index]