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[API]: Multivariate Kendall tau and Spearman rho. #134

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lrnv opened this issue Feb 9, 2024 · 0 comments · Fixed by #222
Closed

[API]: Multivariate Kendall tau and Spearman rho. #134

lrnv opened this issue Feb 9, 2024 · 0 comments · Fixed by #222

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@lrnv
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lrnv commented Feb 9, 2024

According to what we found in #133, we should modify the current implementation of \tau and \rho so that they return (d,d) matrices on d-variate copulas, containing bivariate kendall and spearman coefficients. This will match correctly what is outputed by Statsbase.corkendall and Statsbase.corspearman. The fitting of archimedeans needs to be re-written a bit to take this into account..

Then the API could be exported.

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