statsmodels.distributions.copula.api.StudentTCopula.spearmans_rho

StudentTCopula.spearmans_rho(corr=None)[source]

Bivariate Spearman’s rho based on correlation coefficient.

Joe (2014) p. 182

Parameters
corrNone or float

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

Returns
Spearman’s rho that corresponds to pearson correlation in the
elliptical copula.