statsmodels.distributions.copula.api.FrankCopula.tau

FrankCopula.tau(theta=None)

Kendall’s tau as a function of the copula parameter theta.

Joe (2014), p. 166.

Parameters:

thetafloat, optional

Copula parameter. If not given, then self.theta is used.

Returns:

float

Kendall’s tau corresponding to theta.