R/PLACKETTcop.R

In copBasic: General Bivariate Copula Theory and Many Utility Functions

"PLcop" <-
function(u, v, para=NULL, ...) {
    TT <- para[1]
    if(is.null(para)) {
       warning("Empty para argument, need value on [0,Inf]")
       return()
    }
    if(TT < 0) {
       warning("Theta < 0, invalid parameter")
       return()
    }
    if(TT == 1)         return(  u*v)  # the product copula
    if(TT == 0)         return(W(u,v)) # lower copula bounds
    if(! is.finite(TT)) return(M(u,v)) # upper copula bounds
    cop <- 1 + (TT-1)*(u+v)
    cop <- cop - sqrt(cop^2 - 4*u*v*TT*(TT-1))
    cop <- cop / (2*(TT-1))
    return(cop)
}

"PLACKETTcop" <- function(u, v, para=NULL, ...) {
   PLcop(u, v, para=para, ...)
}