cort (version 0.3.2)

kendall_func: Kendall function of a copula (if it has one)

Description

Currently only implemented for Cort models. Compute the Kendall cdf from the model in a point t

Usage

kendall_func(object, t, ...)
# S4 method for Cort
kendall_func(object, t, M = 1000)

Arguments

object

: the tree

t

: the value where to compute the kendall function, may be a vector of evaluation values;

...

other parameters passed to methods

M

the number of simulations

Value

the quadratic product between the trees

Functions

• kendall_func,Cort-method: Method for the class Cort

Examples

# NOT RUN {
cop <- Cort(LifeCycleSavings[,1:3])
kendall_func(cop,0.5)

# }