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icensBKL (version 1.5)

plackett.copula: Cumulative density function of the Plackett copula

Description

Cumulative density function of the Plackett copula evaluated at points (u,v) with given parameter exp(beta %*%cov)

Usage

plackett.copula(u, v, beta, cov)

Value

Cumulative density function of the Plackett copula evaluated at points (u,v) with given parameter exp(beta %*%cov)

Arguments

u

vector of points in [0,1] representing the first coordinate where the Plackett copula must be evaluated

v

vector of points in [0,1] representing the second coordinate where the Plackett copula must be evaluated

beta

vector of coefficients to be multiplied with the covariates in order to determine the parameter of the Plackett copula

cov

vector of covariates to be multipleid with the coefficients in order to determine the parameter of the Plackett copula

Author

Kris Bogaerts kris.bogaerts@kuleuven.be

References

R. L. Plackett (1965). A class of bivariate distributions. Journal of the American Statistical Association, 60, 516-522.