statsmodels.distributions.copula.api.StudentTCopula.spearmans_rho¶

StudentTCopula.spearmans_rho(corr=None)[source]¶

Bivariate Spearman’s rho based on correlation coefficient.

Joe (2014) p. 182

Parameters:¶

corrNone or float

Pearson correlation. If corr is None, then the correlation will be taken from the copula attribute.

Returns:¶

Spearman’s rho that corresponds to pearson correlation in the

elliptical copula.