\(\rho_S = 12 \int\int C(u,v) du dv - 3\). The Gaussian branch
returns the exact elliptical form \((6/\pi)\arcsin(\rho/2)\).
Mirrors morie.fn.spcoef.
Usage
morie_copula_spearman(family, theta = NULL, nu = NULL, n = 200L)
Arguments
- family
copula family.
- theta
parameter.
- nu
t degrees of freedom.
- n
grid resolution for the numeric route.
Value
list: rho_s, exact, family, theta, method.
Examples
morie_copula_spearman("gaussian", 0.6)$rho_s
#> [1] 0.5819201
