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March 27, 2016 21:35
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How to fit a copula model in R [heavily revised]. Part 2: fitting the copula. Full article at
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# Measure association using Kendall's Tau | |
cor(mydata, method = "kendall") | |
## x y | |
## x 1.0000000 0.4212052 | |
## y 0.4212052 1.0000000 |
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