statsmodels.distributions.copula.api.StudentTCopula.corr_from_tau

StudentTCopula.corr_from_tau(tau)

Pearson correlation from kendall’s tau.

Parameters:
tauarray_like

Kendall’s tau correlation coefficient.

Returns:
Pearson correlation coefficient for given tau in elliptical
copula. This can be used as parameter for an elliptical copula.

Last update: Oct 29, 2024