Evaluate the analytical value of \(\tau_1(\delta)\) for bivariate Gaussian, logistic, asymmetric logistic, and inverted logistic copulas

Evaluate the analytical value of \(\tau_1(\delta)\) for bivariate Gaussian, logistic, asymmetric logistic, and inverted logistic copulas

Usage

tau_analytical(theta, delta, dep = NULL)

Arguments

theta

Strength of dependence, between (0,1)

delta

scalar between (0,1)

dep

Copula; g for Gaussian, l for logistic, il for inverted logistic, al for asymmetric logistic

Value

scalar value of \(\tau_1(\delta)\)