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:
corr (None 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.
