Last data update: 2014.03.03

 R: Moment estimate for theta derived from Kendall's tau formula
liouv.iTauR Documentation

Moment estimate for theta derived from Kendall's tau formula

Description

The moment estimates are based on inversion of the formula Kendall's tau for Clayton or Gumbel Liouville copula

Usage

liouv.iTau(tau_hat, family, alphavec)

Arguments

tau_hat

estimated vector of Kendall's tau values

family

family of the Liouville copula. Either "clayton" or "gumbel"

alphavec

vector of Dirichlet allocations (must be a vector of integers)

Value

Vector of theta

Examples

liouv.iTau(0.5,family="gumbel", c(1,2))
liouv.iTau(0.5,family="clayton", c(3,2))

Results


Created & Maintained by Osamu Ogasawara (osamu.ogasawara@gmail.com) and IMSBIO