Computes the bivariate Spearmann's rho matrix for a copula.
biv_rho(copula)
# S4 method for class 'Cort'
biv_rho(copula)the density of the copula on each observation
biv_rho,Cort-method: Method for the class Cort
cop <- Cort(LifeCycleSavings[,1:3])
#> Splitting...
#>
#> 1 leaves to split...
#> 5 leaves to split...
#> 10 leaves to split...
#> 2 leaves to split...
#> Enforcing constraints...
#> Done !
biv_rho(cop)
#> [,1] [,2] [,3]
#> [1,] 1.0000000 -0.3037837 0.2939581
#> [2,] -0.3037837 1.0000000 -0.8016241
#> [3,] 0.2939581 -0.8016241 1.0000000