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GJRM (version 0.2-6.8)

k.tau: Kendall's tau a fitted joint model

Description

k.tau can be used to calculate the Kendall's tau from a fitted joint model with intervals obtained via posterior simulation.

Usage

k.tau(x, prob.lev = 0.05)

Value

res

It returns the estimated tau with lower and upper interval limits.

Arguments

x

A fitted gjrm object as produced by the respective fitting function.

prob.lev

Overall probability of the left and right tails of the probabilities' distributions used for interval calculations.

Author

Maintainer: Giampiero Marra giampiero.marra@ucl.ac.uk

Details

This function calculates the Kendall's tau a fitted simultaneous model, with intervals obtained via posterior simulation. Note that this is derived under the assumption of continuous margins.

See Also

GJRM-package, gjrm