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FactorCopulaModel (version 0.1.1)

frank_rhoS2cpar: Frank: Spearman rho to copula parameter

Description

Frank: Spearman rho to copula parameter

Usage

frank_rhoS2cpar(rho)

Value

vector of Frank copula parameters with the given rho

Arguments

rho

vector of Spearman values, -1<rho<1

Examples

Run this code
rho = seq(-0.2,0.6,0.1)
frank_rhoS2cpar(rho)

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