@Santymax98 If you want to take a shot at it, there is there an algorithm that matches both teh kendall tau and spearman rho to the df and rho of a bivariate student. Also they rpovide quick formulas for evaluating the spearman rho of the student, which we clearly need here...
One last thing to do would be to implement once and for all the multivariate student cdf, to finallyr educe computational time on this model. For that, see the mvtnorm R package which has links to the right literature (genz 2004 i think)
@Santymax98 If you want to take a shot at it, there is there an algorithm that matches both teh kendall tau and spearman rho to the df and rho of a bivariate student. Also they rpovide quick formulas for evaluating the spearman rho of the student, which we clearly need here...
One last thing to do would be to implement once and for all the multivariate student cdf, to finallyr educe computational time on this model. For that, see the mvtnorm R package which has links to the right literature (genz 2004 i think)