ktau_to_par

Transform Kendall's tau values to copula parameters

internal

Functions for the analysis of time series using copula models.
The package is based on methodology described in the following references.
McNeil, A.J. (2021) <doi:10.3390/risks9010014>,
Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>,
Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Alexander McNeil

tscopula

Time Series Copula Models

Martin Bladt

ktau_to_par function

<dl><dt>family</dt>
<dd>name of copula family</dd>
<dt>tau</dt>
<dd>value of Kendall's tau</dd></dl>

Arguments

Transform Kendall's tau values to copula parameters — ktau_to_par

<dl>

<dt>family</dt>
<dd>name of copula family</dd>


<dt>tau</dt>
<dd>value of Kendall's tau</dd>

</dl>

ktau_to_par: Transform Kendall's tau values to copula parameters

Description

Usage

Value

Arguments