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Compute PSP copula (Nelsen, 2006, p. 23) is named by the author (Asquith) for the copBasic package and is
P
) and N4212cop
). The NaN
so produced for NaN
so as to be available to stress other copula utility functions within the copBasic package.
PSP(u, v, ...)
Value(s) for the copula are returned.
Nonexceedance probability
Nonexceedance probability
Additional arguments to pass, which for this copula are not needed, but given here to support flexible implementation.
W.H. Asquith
Nelsen, R.B., 2006, An introduction to copulas: New York, Springer, 269 p.
P
, N4212cop
PSP(0.4,0.6)
PSP(0,0)
PSP(1,1)
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