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 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.
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
Copula.surv documentation built on March 18, 2022, 5:24 p.m.
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| Copula.surv-package | R Documentation |
Analysis of Bivariate Survival Data
Description
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.
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
R Package Documentation
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