statsmodels.distributions.copula.api.StudentTCopula.tau

StudentTCopula.tau(corr=None)

Bivariate kendall’s tau based on correlation coefficient.

Parameters
corrNone or float

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

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