Conversion between Kendall's tau and parameters — par_to_ktau • rvinecopulib

# Conversion between Kendall's tau and parameters

Source: `R/bicop_methods.R`
`par_to_ktau.Rd`

Conversion between Kendall's tau and parameters

    par_to_ktau(family, rotation, parameters)

    ktau_to_par(family, tau)

## Arguments

family

  a copula family (see `bicop_dist()`) or a bicop_dist object.

rotation

  the rotation of the copula, one of `0`, `90`, `180`, `270`.

parameters

  vector or matrix of copula parameters, not used when `family` is a `bicop_dist` object.

tau

  Kendall's \(\tau\).

## Examples

    # the following are equivalent
    par_to_ktau(bicop_dist("clayton", 0, 3))
    #> [1] 0.6
    par_to_ktau("clayton", 0, 3)
    #> [1] 0.6

    ktau_to_par("clayton", 0.5)
    #>      [,1]
    #> [1,]    2
    ktau_to_par(bicop_dist("clayton", 0, 3), 0.5)
    #>      [,1]
    #> [1,]    2