Construction of a Plackett Copula
Constructs a Plackett copula (class "plackettCopula}") with its
corresponding parameter.
plackettCopula(param)
param |
a number (numeric vector of length one) specifying the non negative parameter. |
A Plackett copula object of class "plackettCopula".
Plackett, R. L. (1965). A Class of Bivariate Distributions. Journal of the American Statistical Association 60, 516–522.
The "plackettCopula" class;
ellipCopula, archmCopula.
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))
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