statsmodels.distributions.copula.api.IndependenceCopula.fit_corr_param

IndependenceCopula.fit_corr_param(data)

Copula correlation parameter using Kendall’s tau of sample data.

Parameters
dataarray_like

Sample data used to fit theta using Kendall’s tau.

Returns
corr_paramfloat

Correlation parameter of the copula, theta in Archimedean and pearson correlation in elliptical.