MMDCopula (version 0.2.1)

BiCopPar2Tau.MO: Convert between parameter and Kendall's tau for Marshall-Olkin copulas

Description

Convert between parameter and Kendall's tau for Marshall-Olkin copulas

Usage

BiCopPar2Tau.MO(par)
BiCopTau2Par.MO(tau)

Arguments

par

the parameter of the Marshall-Olkin copula

tau

the Kendall's tau of the Marshall-Olkin copula

Value

Either the Kendall's tau or the parameter of the Marshall-Olkin copula.

References

Nelsen, R. B. (2007). An introduction to copulas. Springer Science & Business Media. (Example 5.5)

Examples

# NOT RUN {
BiCopPar2Tau.MO(par = 0.5)
BiCopTau2Par.MO(tau = 1/3)

# }