Kendall

Calculates Kendall's rank correlations. The function is a wrapper to
 <code><a href="/link/cor()?package=QRM&version=0.4-35" data-mini-rdoc="QRM::cor()">cor()</a></code>.

multivariate

Provides functions/methods to accompany the book
Quantitative Risk Management: Concepts, Techniques and Tools by
Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.

Bernhard Pfaff

Provides R-Language Code to Examine Quantitative Risk Management
Concepts

Marius Hofert

Alexander McNeil)

Scott Ulmann

Kendall function

<dl> <dt>data</dt>
<dd><code>matrix</code> or <code>data.frame</code>.</dd> <dt>...</dt>
<dd>ellipsis, arguments are passed down to <code><a href="/link/cor()?package=QRM&version=0.4-35" data-mini-rdoc="QRM::cor()">cor()</a></code></dd></dl>

Arguments

Calculates Kendall's rank correlations. The function is a wrapper to
 <code><a href='https://rdrr.io/r/stats/cor.html'>cor()</a></code>.

Kendall's Rank Correlation — Kendall

<dl>

 <dt>data</dt>
<dd><code>matrix</code> or <code>data.frame</code>.</dd>

 <dt>...</dt>
<dd>ellipsis, arguments are passed down to <code><a href='https://rdrr.io/r/stats/cor.html'>cor()</a></code></dd>

</dl>

Kendall: Kendall's Rank Correlation

Description

Usage

Value

Arguments

See Also

Examples