statsmodels.distributions.copula.api.GaussianCopula.corr_from_tau¶ GaussianCopula.corr_from_tau(tau)¶ Pearson correlation from kendall’s tau. Parameters:¶ tauarray_likeKendall’s tau correlation coefficient. Returns:¶ Pearson correlation coefficient for given tau in elliptical copula. This can be used as parameter for an elliptical copula.