PLACKETTsim {copBasic} | R Documentation |
Direct Simulation of a Plackett Copula
Description
Plackett copula simulation (Nelsen, 2006, pp. 89–92) (PLACKETTcop
) is made by this function using analytical formula (Durante, 2007, p. 247; see source code). The PLACKETTsim
function exists for comparison against the numerical derivative (conditional distribution method) methods (simCOP
, simCOPmicro
) otherwise used in copBasic.
Usage
PLACKETTsim(n, para=NULL, ...)
Arguments
n |
Sample size; |
para |
The |
... |
Additional arguments to pass. |
Value
An R data.frame
of the values U
and V
for the nonexceedance probabilities is returned.
Author(s)
W.H. Asquith
References
Durante, F., 2007, Families of copulas, Appendix C, in Salvadori, G., De Michele, C., Kottegoda, N.T., and Rosso, R., 2007, Extremes in Nature—An approach using copulas: Springer, 289 p.
Nelsen, R.B., 2006, An introduction to copulas: New York, Springer, 269 p.
See Also
Examples
PLACKETTsim(10, para= 1 ) # simulate P (independence) copula through a Plackett
PLACKETTsim(10, para=20.3) # simulate strong positive Plackett