express_coef_gumb function

Gumbel coefficient for Kendall's tau formula

The function is used internally in liouv.Tau .

express_coef_gumb(index_k, index_l, theta, a)

Arguments

• index_k: first index
• index_l: second index
• theta: parameter of the corresponding Archimedean copula
• a: sum of alphavec

Returns

Gumbel coefficient