copBasic (version 1.7.1)

PLACKETTsim: Direct Simulation of a Plackett Copula

Description

Simulation of the Plackett copula (Nelsen, 2006, pp. 89--92) is made by this function. The documentation for PLACKETTcop provides the mathematical formula of the copula.

Usage

PLACKETTsim(n, para=NULL, ...)

Arguments

n

Sample size;

para

The $\Theta$ parameter of the Plackett copula; and

...

Additional arguments to pass.

Value

• An Rdata.frame of the values $U$ and $V$ for the nonexceedance probabilities is returned.

References

Nelsen, R.B., 2006, An introduction to copulas: New York, Springer, 269 p.

See Also

PLACKETTcop, PLACKETTpar

Examples

PLACKETTsim(10, para= 1  ) # simulate P (independence) copula through a Plackett
PLACKETTsim(10, para=20.3) # simulate strong positive Plackett