NCSCopula (version 1.0.1)

KendallTau: Kendall's tau of a copula

Description

This function computes the Kendall's tau of a copula family for a given a unconstrainted parameter alpha.

Usage

KendallTau(family, alpha)

Arguments

family

"Gaussian" , "t" , "Clayton" , "Frank" , "Gumbel"

alpha

unconstrainted parameters of the copula family

Value

tau

estimated Kendall's tau

theta

estimated copula parameter (constrained)

Examples

# NOT RUN {
KendallTau('Clayton',0)

# }