Copula tail dependence

The lower and upper tail dependence coefficients of a copula().

Usage

copula_tail_dependence(cop)

Arguments

cop

a corehydro_copula.

Value

a named numeric of length two, lower and upper.

Examples

copula_tail_dependence(copula("Clayton", theta = 2))
#>     lower     upper 
#> 0.7071068 0.0000000