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 03, 2024