plackettCopula

<p>a numeric vector specifying the parameter values.</p>

param

<p>Constructs a Plackett copula class object with its corresponding
  parameter.</p>

multivariate

distribution

Classes (S4) of commonly used elliptical, Archimedean,
extreme-value and other copula families, as well as their rotations,
mixtures and asymmetrizations. Nested Archimedean copulas, related
tools and special functions. Methods for density, distribution, random
number generation, bivariate dependence measures, Rosenblatt transform,
Kendall distribution function, perspective and contour plots. Fitting of
copula models with potentially partly fixed parameters, including
standard errors. Serial independence tests, copula specification tests
(independence, exchangeability, radial symmetry, extreme-value
dependence, goodness-of-fit) and model selection based on
cross-validation. Empirical copula, smoothed versions, and
non-parametric estimators of the Pickands dependence function.

plackettCopula: Construction of a Plackett Copula Class Object

Description

Usage

Arguments

Value

References

See Also

Examples