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Copula
.
Rank
.
Frechet
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Imports
Init
Copula.Families.Frechet
Copula.Rank.Benchmarks
Copula.Rank.Mixture
Imported by
ProbabilityTheory
.
Copula
.
spearmanRho_frechet
ProbabilityTheory
.
Copula
.
spearmanRho_mardia
← Mathematical handbook
Spearman's rho of Fréchet and Mardia copulas
#
source
theorem
ProbabilityTheory
.
Copula
.
spearmanRho_frechet
(
a
b
:
ℝ
)
(
ha
:
0
≤
a
)
(
hb
:
0
≤
b
)
(
hab
:
a
+
b
≤
1
)
:
(
frechet
a
b
ha
hb
hab
)
.
spearmanRho
=
a
-
b
source
theorem
ProbabilityTheory
.
Copula
.
spearmanRho_mardia
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
:
(
mardia
θ
hθ
)
.
spearmanRho
=
θ
^
3