liouv.Tau

The function computes Kendall's \(\tau\) for the given model, given <code>alphavec</code>

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

liouv.Tau function

<dl><dt>theta</dt>
<dd>parameter of the corresponding Archimedean copula</dd>
<dt>family</dt>
<dd>family of the Liouville copula. Either <code>"clayton"</code> or <code>"gumbel"</code></dd>
<dt>alphavec</dt>
<dd>vector of Dirichlet allocations (must be a vector of integers)</dd></dl>

Arguments

Computes Kendall's tau for Clayton or Gumbel Liouville copula — liouv.Tau

<dl>

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


<dt>family</dt>
<dd>family of the Liouville copula. Either <code>"clayton"</code> or <code>"gumbel"</code></dd>


<dt>alphavec</dt>
<dd>vector of Dirichlet allocations (must be a vector of integers)</dd>

</dl>

liouv.Tau: Computes Kendall's tau for Clayton or Gumbel Liouville copula

Description

Usage

Value

Arguments

Examples