statsmodels.distributions.copula.api.StudentTCopula.spearmans_rho

StudentTCopula.spearmans_rho(corr=None)

Bivariate Spearman’s rho based on correlation coefficient.

Joe (2014) p. 182

Parameters:

corrfloat, optional

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

Returns:

float or ndarray

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