Copula.surv-package: Analysis of Bivariate Survival Data
In Copula.surv: Analysis of Bivariate Survival Data Based on Copulas
Copula.surv-package R Documentation
Analysis of Bivariate Survival Data
Description
Simulating bivariate survival data from various copula models.
Estimating bivariate copula models with semiparametric or Weibull margins under various copulas.
Two different ways to estimate the association parameter in copula models are implemented.
A goodness-of-fit test for the Gumbel and Clayton copulas is also implemented for semiparametric models.
See Emura, Lin and Wang (2010) <doi:10.1016/j.csda.2010.03.013> for details.
Also, Weibull regression is implemented (Section 2.6.3 of Emura et al. (2019)).
Details
Details are seen from the references.
Author(s)
Takeshi Emura
Maintainer: Takeshi Emura <takeshiemura@gmail.com>
References
Emura T, Lin CW, Wang W (2010) A goodness-of-fit test for Archimedean copula models
in the presence of right censoring, Compt Stat Data Anal 54: 3033-43
Emura T, Matsui S, Rondeau V (2019), Survival Analysis with Correlated Endpoints, Joint Frailty-Copula Models, JSS Research Series in Statistics, Springer
Copula.surv documentation built on May 25, 2026, 9:06 a.m.
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| Copula.surv-package | R Documentation |
Analysis of Bivariate Survival Data
Description
Simulating bivariate survival data from various copula models. Estimating bivariate copula models with semiparametric or Weibull margins under various copulas. Two different ways to estimate the association parameter in copula models are implemented. A goodness-of-fit test for the Gumbel and Clayton copulas is also implemented for semiparametric models. See Emura, Lin and Wang (2010) <doi:10.1016/j.csda.2010.03.013> for details. Also, Weibull regression is implemented (Section 2.6.3 of Emura et al. (2019)).
Details
Details are seen from the references.
Author(s)
Takeshi Emura Maintainer: Takeshi Emura <takeshiemura@gmail.com>
References
Emura T, Lin CW, Wang W (2010) A goodness-of-fit test for Archimedean copula models in the presence of right censoring, Compt Stat Data Anal 54: 3033-43
Emura T, Matsui S, Rondeau V (2019), Survival Analysis with Correlated Endpoints, Joint Frailty-Copula Models, JSS Research Series in Statistics, Springer
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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