[R] Concordance and Kendall's tau in copula

Steven Yen @tyen @end|ng |rom ntu@edu@tw
Tue Nov 7 02:09:33 CET 2023


I estimate a sample selection model using the Clayton copula and Burr 
and Gaussian marginal. I need to derive ther Kendall'sw tau from the 
concordance coefficient by integration. I came across a way to do that 
in R long time ago but cannot find it again. Can somewone tell me what 
to read and what to use? Thank you.

Steven Yen

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