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NCSCopula (version 1.0.1)

ParamTau: Unconstrained parameters

Description

This function computes the unconstrainted parameter alpha for a given Kendall's tau

Usage

ParamTau(family, tau)

Arguments

family

'Gaussian' , 't' , 'Clayton' , 'Frank' , 'Gumbel'

tau

Kendall's tau of the copula family

Value

alpha

Unconstrainted parameter

Examples

Run this code
# NOT RUN {
ParamTau('Clayton',0.5)

# }

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