statsmodels.distributions.copula.api.GaussianCopula.tau
-
GaussianCopula.tau(corr=
None
)
Bivariate kendall’s tau based on correlation coefficient.
- Parameters:
- corr
None
or float
Pearson correlation. If corr is None, then the correlation will be
taken from the copula attribute.
- Returns:
- Kendall’s
tau
that
corresponds
to
pearson
correlation
in
the
elliptical
copula.
Last update:
Oct 29, 2024