statsmodels.distributions.copula.api.StudentTCopula.tau

StudentTCopula.tau(corr=None)

Bivariate kendall’s tau based on correlation coefficient.

Parameters:

corrfloat, optional

Pearson correlation. If corr is None, then the correlation will be taken from the copula attribute.

Returns:

float or ndarray

Kendall’s tau that corresponds to pearson correlation in the elliptical copula.