plackettCopula: Construction of a Plackett Copula

In copula: Multivariate Dependence with Copulas

Construction of a Plackett Copula

Description

Constructs a Plackett copula (class "plackettCopula}") with its corresponding parameter.

Usage

plackettCopula(param)

Arguments

param

a number (numeric vector of length one) specifying the non negative parameter.

Value

A Plackett copula object of class "plackettCopula".

References

Plackett, R. L. (1965). A Class of Bivariate Distributions. Journal of the American Statistical Association 60, 516–522.

See Also

The "plackettCopula" class; ellipCopula, archmCopula.

Examples

plackett.cop <- plackettCopula(param=2)
lambda(plackett.cop) # 0 0 : no tail dependencies
## For really large param values (here, 1e20 and Inf are equivalent):
set.seed(1); Xe20 <- rCopula(5000, plackettCopula(1e20))
set.seed(1); Xinf <- rCopula(5000, plackettCopula(Inf))
stopifnot(all.equal(Xe20, Xinf))

copula documentation built on Sept. 11, 2024, 7:48 p.m.