k.tau
can be used to calculate the Kendall's tau from a fitted joint model with intervals obtained
via posterior simulation.
k.tau(x, prob.lev = 0.05)
It returns the estimated tau with lower and upper interval limits.
A fitted gjrm
object as
produced by the respective fitting function.
Overall probability of the left and right tails of the probabilities' distributions used for interval calculations.
Maintainer: Giampiero Marra giampiero.marra@ucl.ac.uk
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.
GJRM-package
, gjrm