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 floatPearson 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. Last update: Oct 03, 2024