
Compute the measure of association known as the Spearman Rho rhoCOP
as the default method (method="default"
). This equation, here having hoefCOP
. The absence of the
Depending on copula family (Joe, 2014, pp. 56 and 267), the alternative formulation for method="joe21"
, and the second integral form is the method="joe12"
.
The integral
tauCOP
) exists
rhoCOP(cop=NULL, para=NULL, method=c("default", "joe21", "joe12"),
as.sample=FALSE, brute=FALSE, delta=0.002, ...)
The value for
A copula function;
Vector of parameters or other data structure, if needed, to pass to the copula;
The form of integration used to compute (see above);
A logical controlling whether an optional R data.frame
in para
is used to compute the cor()
function in R with method = "spearman"
;
Should brute force be used instead of two nested integrate()
functions in R to perform the double integration;
The brute
; and
Additional arguments to pass.
W.H. Asquith
Joe, H., 2014, Dependence modeling with copulas: Boca Raton, CRC Press, 462 p.
Nelsen, R.B., 2006, An introduction to copulas: New York, Springer, 269 p.
blomCOP
, footCOP
, giniCOP
,
hoefCOP
, tauCOP
, wolfCOP
,
joeskewCOP
, uvlmoms