Contrasts the copula's two diagonals:
\(\gamma = 4[\int C(u, 1-u) du - \int (u - C(u,u)) du]\).
Mirrors morie.fn.ginicop.
Usage
morie_gini_gamma(family, theta = NULL, nu = NULL, n = 400L)
Arguments
- family
copula family.
- theta
parameter.
- nu
t degrees of freedom.
- n
quadrature points per diagonal.
Value
list: gamma, anti_diagonal, diagonal_gap, family, theta, method.
References
Nelsen, R. B. (2006). An Introduction to Copulas
(2nd ed.). Springer. Sec. 5.1.4.
Examples
morie_gini_gamma("gumbel", 5)$gamma
#> [1] 0.8454123
