Somebody know what is the package in which I can find the association measures (like Kendall's Tau and Spearman's Rho) for a copula object (bivariate copulas)?? Thanks a lot. Marta Di Lascio __________________________________________________ [[alternative HTML version deleted]]
Reasonably Related Threads
- fitting t copula
- R/S-Plus/SAS yield different results for Kendall-tau and Spearman nonparametric regression
- cor(..., method="spearman") or cor(..., method="kendall") (PR#6641)
- Maximum likelihood estimate of bivariate vonmises-weibulldistribution
- Generate random numbers with nested Archimedean Copula