Bivariate copulas: mapping of Kendall's tau and copula parameter.
tau2par.bvn(tau)
tau2par.frk(tau)
tau2par.cln(tau)
tau2par.cln90(tau)
tau2par.cln180(tau)
tau2par.cln270(tau)
copula parameter
Kendall's tau for the copula
For abbreviations of names of copula families (after the dot in function
names), see dcop
help page.
Joe H (1997) Multivariate Models and Dependence Concepts. Chapman & Hall
Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.
Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.
dcop