Copula.surv: Analysis of Bivariate Survival Data Based on Copulas

Simulating bivariate survival data from copula models. Estimation of the association parameter in copula models. Two different ways to estimate the association parameter in copula models are implemented. A goodness-of-fit test for a given copula model is implemented. See Emura, Lin and Wang (2010) <doi:10.1016/j.csda.2010.03.013> for details.

Package details

AuthorTakeshi Emura
MaintainerTakeshi Emura <takeshiemura@gmail.com>
LicenseGPL-2
Version1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Copula.surv")

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Copula.surv documentation built on March 18, 2022, 5:24 p.m.