Kendall's tau matrix of a copula

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

Computes the bivariate Kendall's tau matrix for a copula.

biv_tau(copula)

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

Arguments

copula

the copula object

Value

the density of the copula on each observation

Functions

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

Examples

cop <- Cort(cort::funcdep_data[1:10,1:3])
#> Splitting...
#> 
#>      1 leaves to split...
#>      2 leaves to split...
#>      2 leaves to split...
#> Enforcing constraints...
#> Done !
biv_tau(cop)
#>            [,1]       [,2]       [,3]
#> [1,]  1.0000000 -0.1759521 -0.5632134
#> [2,] -0.1759521  1.0000000  0.3445097
#> [3,] -0.5632134  0.3445097  1.0000000