Nothing
"CLcop" <- function(u, v, para=NULL, tau=NULL, ...) {
if(is.null(para)) {
if(is.null(tau)) {
tau <- cor(u,v, method="kendall")
}
if(tau > 0.975) {
warning("tau > 0.975, simCOP might begin to show rare failures this high")
}
para <- 2*tau/(1-tau)
names(para) <- "theta"
names(tau) <- "Kendall Tau"
return(list(para=para, tau=tau))
}
if(length(para) == 1) {
if(para[1] < -1) {
warning("Parameter Theta < -1")
return(NULL)
}
tau <- para/(para+2)
} else {
warning("Parameter Theta can not be a vector")
return(NULL)
}
if(length(u) > 1 & length(v) > 1 & length(u) != length(v)) {
warning("length u = ", length(u), " and length v = ", length(v))
warning("longer object length is not a multiple of shorter object length, ",
"no recycling")
return(NA)
}
if(length(u) == 1) {
u <- rep(u, length(v))
} else if(length(v) == 1) {
v <- rep(v, length(u))
}
para.small <- 1E-4 # simCOP(10000, cop=CLcop, para=-.0001) [no failures]
if(abs(para) < para.small) return(u*v)
if(tau > 0.975) return(M(u,v))
cop <- u^-para + v^-para - 1
cop[cop < 0] <- 0
return(cop^(-1/para))
}
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