Conversion between Kendall's tau and parameters
par_to_tau(family, rotation, parameters) tau_to_par(family, tau)
family | a copula family (see |
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rotation | the rotation of the copula, one of |
parameters | vector or matrix of copula parameters, not used when
|
tau | Kendall's \(\tau\). |
# the following are equivalent par_to_tau(bicop_dist("clayton", 0, 3))#> [1] 0.6par_to_tau("clayton", 0, 3)#> [1] 0.6tau_to_par("clayton", 0.5)#> [,1] #> [1,] 2tau_to_par(bicop_dist("clayton", 0, 3), 0.5)#> [,1] #> [1,] 2