simu.BB1reg: Simulating data from the BB1 copula regression model

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

Simulating data from the BB1 copula regression model

Description

n pairs of (U,V) are generated from the BB1 copula. n paris of (X,Y) are generated from the corresponding bivariate survival model with the Weibull marginal distributions. The default parameters (scale1=scale2=shape1=shape2=1) give the unit exponential distributions.

Usage

simu.BB1reg(n,alpha,delta=0,scale1=1,scale2=1,shape1=1,shape2=1,
 beta1=0,beta2=0,beta12=0,Z.dist=runif,...)

Arguments

n	sample size
alpha	association (copula) parameter
delta	BB1 copula's departure parameter from the Clayton (0 is the default)
scale1	scale parameter for X
scale2	scale parameter for Y
shape1	shape parameter for X
shape2	shape parameter for Y
beta1	regression coefficient for X
beta2	regression coefficient for Y
beta12	regression coefficient for copula
Z.dist	distribution for covariates
...	parameters for Z.dist

Details

See Section 2.6 of Emura et al.(2019) for copulas and bivariate survival times.

Value

U	uniformly distributed on (0,1)
V	uniformly distributed on (0,1)
X	Weibull distributed (scale1, shape1)
Y	Weibull distributed (scale2, shape2)
Z	Covariates

Author(s)

Takeshi Emura

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

Examples

n=10
simu.BB1reg(n=n,alpha=1,delta=2,scale1=1,scale2=2,shape1=0.5,beta1=1,beta2=-1,beta12=2,shape2=2)

Copula.surv documentation built on April 4, 2025, 1:12 a.m.