R: Construction of a Plackett Copula

plackettCopula {copula} | R Documentation

## 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))

[Package copula version 1.0-1 Index]