Kendall function of a copula (if it has one)

Currently only implemented for Cort models. Compute the Kendall cdf from the model in a point t

kendall_func(object, t, ...)

# S4 method for class 'Cort'
kendall_func(object, t, M = 1000)

Arguments

object

: the tree

t

: the value where to compute the kendall function, may be a vector of evaluation values;

...

other parameters passed to methods

M

the number of simulations

Value

the quadratic product between the trees

Functions

• kendall_func,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...
#>      2 leaves to split...
#>      2 leaves to split...
#> Enforcing constraints...
#> Done !
kendall_func(cop,0.5)
#> [1] 0.996