Spearman's rho matrix of a copula

Source: R/generics.R, R/Cort.R

Computes the bivariate Spearmann's rho matrix for a copula.

biv_rho(copula)

# S4 method for class 'Cort'
biv_rho(copula)

Arguments

copula

the copula object

Value

the density of the copula on each observation

Functions

  • biv_rho,Cort-method: Method for the class Cort

Examples

cop <- Cort(LifeCycleSavings[,1:3])
#> Splitting...
#> 
#>      1 leaves to split...
#>      5 leaves to split...
#>      10 leaves to split...
#>      3 leaves to split...
#>      2 leaves to split...
#> Enforcing constraints...
#> Done !
biv_rho(cop)
#>            [,1]       [,2]       [,3]
#> [1,]  1.0000000 -0.3125397  0.3335087
#> [2,] -0.3125397  1.0000000 -0.5379075
#> [3,]  0.3335087 -0.5379075  1.0000000