
where $\mathbf{C}(u,v)$ is the copula, $\mathbf{M}(u,v)$ is M
, and $\mathbf{W}(u,v)$ is W
. The function $Q(a,b)$ is a tauCOP
.
Nelson reports that
The simpler method of computation and the default for the function here, is to compute Gini's $\gamma_\mathbf{C}$ by
integrate()
function of R.
giniCOP(cop=NULL, para=NULL, byQ=FALSE, delta=0.002, ...)
integrate()
function to compute $\gamma_\mathbf{C}$, use the concordance function method implemented through tauCOP
;tauCOP
; andcop
and possibly tauCOP
if byQ=TRUE
.tauCOP
gamma1 <- giniCOP(cop=PSP)
print(gamma1)
gamma2 <- giniCOP(cop=PSP, byQ=TRUE)
print(gamma2)
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