Closed forms from Czado (2019) Table 3.2 p. 54. Mirrors
morie.fn.taukcp.
Usage
morie_copula_tau(family, theta = NULL, nu = NULL)
Arguments
- family
copula family.
- theta
parameter (rho for gaussian/t).
- nu
t degrees of freedom.
Value
numeric Kendall's tau.
References
Czado, C. (2019). Table 3.2, p. 54.
Examples
morie_copula_tau("clayton", 2)
#> [1] 0.5
