Last data update: 2014.03.03
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R: Gumbel coefficient for Kendall's tau formula
express_coef_gumb | R Documentation |
Gumbel coefficient for Kendall's tau formula
Description
The function is used internally in liouv.Tau.
Usage
express_coef_gumb(index_k, index_l, theta, a)
Arguments
index_k |
first index
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index_l |
second index
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theta |
parameter of the corresponding Archimedean copula
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a |
sum of alphavec
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Value
Gumbel coefficient
Results
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