express_coef_gumb

The function is used internally in <cite>liouv.Tau</cite>.

internal

Collections of functions allowing random number generations and
estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017) <doi:10.1016/j.jmva.2017.05.008>.

Leo Belzile

lcopula

Liouville Copulas

Christian  Genest

Alexander J. McNeil

Johanna G. Neslehova

express_coef_gumb function

<dl><dt>index_k</dt>
<dd>first index</dd>
<dt>index_l</dt>
<dd>second index</dd>
<dt>theta</dt>
<dd>parameter of the corresponding Archimedean copula</dd>
<dt>a</dt>
<dd>sum of alphavec</dd></dl>

Arguments

Gumbel coefficient for Kendall's tau formula — express_coef_gumb

<dl>

<dt>index_k</dt>
<dd>first index</dd>


<dt>index_l</dt>
<dd>second index</dd>


<dt>theta</dt>
<dd>parameter of the corresponding Archimedean copula</dd>


<dt>a</dt>
<dd>sum of alphavec</dd>

</dl>

express_coef_gumb: Gumbel coefficient for Kendall's tau formula

Description

Usage

Value

Arguments