AssocMeasures {copula}R Documentation

Association Measures in Package 'copula'

Description

Methods to compute association measures such as Kendall's Tau, Spearman's Rho, and tail dependence index for bivaraite copulas. Calibration is supplied for Kendall's Tau and Spearman's Rho.

Methods

copula = "copula"
Association measure for a "copula" object.

[Package copula version 0.5-8 Index]