Conversion between Kendall's tau and parameters — par_to_ktau • rvinecopulib

Conversion between Kendall's tau and parameters

par_to_ktau(family, rotation, parameters)

ktau_to_par(family, tau)

Arguments

family: a copula family (see bicop_dist()) or a bicop_dist object.
rotation: the rotation of the copula, one of 0, 90, 180, 270.
parameters: vector or matrix of copula parameters, not used when family is a bicop_dist object.
tau: Kendall's \(\tau\).

Examples

# the following are equivalent
par_to_ktau(bicop_dist("clayton", 0, 3))
#> [1] 0.6
par_to_ktau("clayton", 0, 3)
#> [1] 0.6

ktau_to_par("clayton", 0.5)
#>      [,1]
#> [1,]    2
ktau_to_par(bicop_dist("clayton", 0, 3), 0.5)
#>      [,1]
#> [1,]    2