ParamTau function

Unconstrained parameters

This function computes the unconstrainted parameter alpha for a given Kendall's tau

ParamTau(family, tau)

Arguments

• family: 'Gaussian' , 't' , 'Clayton' , 'Frank' , 'Gumbel'
• tau: Kendall's tau of the copula family

Returns

• alpha: Unconstrainted parameter

Examples

ParamTau('Clayton',0.5)

Author(s)

Bouchra R. Nasri, August 14, 2019