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STCCGEV (version 1.0.0)

GH.theta: Compute Gumbel Copula Parameter from Kendall's Tau

Description

Computes the Gumbel-Hougaard copula dependence parameter based on Kendall's tau.

Usage

GH.theta(tau)

Value

Numeric, estimated Gumbel copula parameter.

Arguments

tau

Numeric, Kendall's tau correlation coefficient.