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R/fun_pseudo_loglik.R
In CopulaCenR: Copula-Based Regression Models for Multivariate Censored Data
Defines functions
ic_copula_log_lik_sieve_eta
ic_copula_log_lik_param_eta
rc_copula_log_lik_eta
rc_copula_log_lik_cox_eta
######### pseudo-loglik for updating copula parameters based on marginal estimates ##########
# rc, cox margin
rc_copula_log_lik_cox_eta <-function(p, p2, x1, x2, indata1, indata2, copula)
{
if (copula != "Copula2") {
eta <- exp(p)
beta<- p2 # coefficients
}
if (copula == "Copula2") {
alpha <- exp(p[1])
kappa <- exp(p[2])
beta <- p2 # coefficients
}
t1 <- indata1[, "obs_time"]
t2 <- indata2[, "obs_time"]
c1<-indata1[, "status"]
c2<-indata2[, "status"]
t <- c(t1, t2)
c <- c(c1, c2)
x1 <- matrix(x1, nrow = length(t1))
x2 <- matrix(x2, nrow = length(t2))
x12 <- rbind(x1, x2)
tab <- data.frame(table(t[c == 1]))
y <- as.numeric(levels(tab[, 1]))[tab[, 1]] # sorted unique event times
d <- tab[, 2] # number of events at each unique time (in case of tied events)
Lambda <- 0
Lambda <- 0
# Create hazard function and calculate observed cumulative hazard and instanenuous hazard
h0 <- d/sapply(y,
function(x) {
sum(exp(as.matrix(x12[t >= x, ]) %*% beta))
})
lambda <- rowSums(sapply(y, function(x) t==x) %*% h0 * c)
# # new_c: ones who are censored but have the same observation times as event times
# new_c <- c
# new_c[which(t %in% y)] <- 1
# lambda <- rowSums(sapply(y, function(x) t==x) %*% h0 * new_c)
Lambda <- as.numeric(sapply(y, function(x) t>=x) %*% h0)
lambda1 <- lambda[1:length(t1)]
lambda2 <- lambda[-(1:length(t1))]
Lambda1 <- Lambda[1:length(t1)]
Lambda2 <- Lambda[-(1:length(t1))]
# tab1 <- data.frame(table(t1[c1 == 1]))
# y1 <- as.numeric(levels(tab1[, 1]))[tab1[, 1]] # sorted unique event times
# d1 <- tab1[, 2] # number of events at each unique time (in case of tied events)
#
# tab2 <- data.frame(table(t2[c2 == 1]))
# y2 <- as.numeric(levels(tab2[, 1]))[tab2[, 1]]
# d2 <- tab2[, 2]
#
# Lambda1 <- 0
# Lambda2 <- 0
# lambda1 <- 0
# lambda2 <- 0
#
# # Create hazard function and calculate observed cumulative hazard and instanenuous hazard
# h01 <- d1/sapply(y1,
# function(x) {
# sum(exp(as.matrix(x1[t1 >= x, ]) %*% beta))
# })
# lambda1 <- rowSums(sapply(y1, function(x) t1==x) %*% h01 * c1)
# Lambda1 <- as.numeric(sapply(y1, function(x) t1>=x) %*% h01)
#
# h02 <- d2/sapply(y2,
# function(x) {
# sum(exp(as.matrix(x1[t2 >= x, ]) %*% beta))
# })
# lambda2 <- rowSums(sapply(y2, function(x) t2 == x) %*% h02 * c2)
# Lambda2 <- as.numeric(sapply(y2, function(x) t2 >= x) %*% h02)
# survival and density
u1 <- exp(-Lambda1 * exp(x1 %*% beta))
u2 <- exp(-Lambda2 * exp(x2 %*% beta))
u1_t1 <- -u1 * lambda1 * exp(x1 %*% beta)
u2_t2 <- -u2 * lambda2 * exp(x2 %*% beta)
### copula models ######
if (copula == "Copula2") {
# Copula2 Copula function for joint distribution probability
C_val <- (1 + ((u1^(-1/kappa)-1)^(1/alpha) + (u2^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
c_u1_val <- C_val^(1+1/kappa) * (1 + ((u2^(-1/kappa)-1)/(u1^(-1/kappa)-1))^(1/alpha) )^(alpha-1) * u1^(-1/kappa-1) # wrt to u1
c_u2_val <- C_val^(1+1/kappa) * (1 + ((u1^(-1/kappa)-1)/(u2^(-1/kappa)-1))^(1/alpha) )^(alpha-1) * u2^(-1/kappa-1) # wrt to u2
c_val <- (1+1/kappa) * C_val^(1/kappa) * c_u2_val * (1 + ((u2^(-1/kappa)-1)/(u1^(-1/kappa)-1))^(1/alpha) )^(alpha-1) * u1^(-1-1/kappa) +
(-1+1/alpha) * (1/kappa) * C_val^(1+1/kappa) * (u1*u2)^(-1-1/kappa) * (1 + ((u2^(-1/kappa)-1)/(u1^(-1/kappa)-1))^(1/alpha) )^(alpha-2) * (u2^(-1/kappa)-1)^(-1+1/alpha) * (u1^(-1/kappa)-1)^(-1/alpha)
}
if (copula == "Joe") {
# Joe joint and density functions
C_val <- 1 - ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta)
c_u1_val <- ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 1) * ((1-u1)^(eta-1) - (1-u1)^(eta-1)*(1-u2)^eta)
c_u2_val <- ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 1) * ((1-u2)^(eta-1) - (1-u2)^(eta-1)*(1-u1)^eta)
c_val <- ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 2) * (1/eta - 1) * ((1-u1)^(eta-1) - (1-u1)^(eta-1)*(1-u2)^eta) * ((1-u2)^(eta-1) - (1-u2)^(eta-1)*(1-u1)^eta) * (-eta)+
((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 1) * (eta * ((1-u1)^(eta-1)) * ((1-u2)^(eta-1)) )
}
if (copula == "Gumbel") {
c_val<-((-log(u1))^(eta-1)*(-log(u2))^(eta-1)*gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(2/eta-2))/(u1*u2)-
gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(1/eta-2)*(1/(u1*u2))*(1/eta-1)*eta*(-log(u1))^(eta-1)*(-log(u2))^(eta-1)
c_u1_val<-gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(1/eta-1)*(-log(u1))^(eta-1)/u1
c_u2_val<-gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(1/eta-1)*(-log(u2))^(eta-1)/u2
C_val<-gh_F(u1,u2,eta)
}
if (copula == "AMH") {
# AHM joint and desity functions
c_val <- ((eta^2)*(1-u1)*(1-u2) + eta*(u1*u2+u1+u2-2) + 1)/(1-eta*(1-u1)*(1-u2))^3
c_u1_val<- u2*(1-eta*(1-u2))/(1-eta*(1-u1)*(1-u2))^2
c_u2_val<- u1*(1-eta*(1-u1))/(1-eta*(1-u1)*(1-u2))^2
C_val<- u1*u2/(1-eta*(1-u1)*(1-u2))
}
if (copula == "Frank") {
# Frank Copula function for joint distribution probability
c_val <- (-1) * eta*exp((-1) * eta*u1)*exp((-1) * eta*u2)/((exp((-1) * eta)-1)+(exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)) -
(-1) * eta*exp((-1) * eta*u1)*exp((-1) * eta*u2)*(exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/((exp((-1) * eta)-1)+(exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1))^2
c_u1_val <- (exp((-1) * eta*u2)-1)*exp((-1) * eta*u1)/((1 + (exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/(exp((-1) * eta)-1))*(exp((-1) * eta)-1))
c_u2_val <- (exp((-1) * eta*u1)-1)*exp((-1) * eta*u2)/((1 + (exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/(exp((-1) * eta)-1))*(exp((-1) * eta)-1))
C_val <- (1/(-1) * eta) * log(1 + (exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/(exp((-1) * eta)-1))
}
if (copula == "Clayton") {
# Clayton Copula function for joint distribution probability
c_val<-clt_f(u1,u2,eta)
c_u1_val<-u1^(-eta-1)*(u1^(-eta)+u2^(-eta)-1)^(-1/eta-1)
c_u2_val<-u2^(-eta-1)*(u1^(-eta)+u2^(-eta)-1)^(-1/eta-1)
C_val<-(u1^(-eta)+u2^(-eta)-1)^(-1/eta)
}
C_val <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 0), C_val, 1)
term1 <- log(abs(C_val))
term2 <- c_u1_val * (-u1_t1)
term2 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 0), term2, 1)
term2 <- log(abs(term2))
term3 <- (c_u2_val) * (-u2_t2)
term3 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 1), term3, 1)
term3 <- log(abs(term3))
term4 <- c_val * u1_t1 * u2_t2
term4 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 1), term4, 1)
term4 <- log(abs(term4))
logL <- (-1) * sum(term1 + term2 + term3 + term4)
return(logL)
}
# rc, parametric margins
rc_copula_log_lik_eta <-function(p, p2, x1, x2,indata1,indata2, quantiles = NULL, copula, m.dist)
{
if (m.dist == "Weibull") {
if (copula != "Copula2") {
eta <- exp(p) # anti-log
lambda <- p2[1]
k <- p2[2]
beta<- p2[3:length(p2)] # coefficients
}
if (copula == "Copula2") {
alpha <- exp(p[1])
kappa <- exp(p[2])
lambda <- p2[1]
k <- p2[2]
beta<- p2[3:length(p2)] # coefficients
}
t1<-indata1[,"obs_time"]
t2<-indata2[,"obs_time"]
u1<-exp(-(t1/lambda)^k*exp(x1%*%beta))
u2<-exp(-(t2/lambda)^k*exp(x2%*%beta))
u1_t1<- -u1*k*(1/lambda)*(t1/lambda)^(k-1)*exp(x1%*%beta)
u2_t2<- -u2*k*(1/lambda)*(t2/lambda)^(k-1)*exp(x2%*%beta)
}
if (m.dist == "Loglogistic") {
if (copula != "Copula2") {
eta <- exp(p) # anti-log
lambda <- p2[1]
k <- p2[2]
beta<- p2[3:length(p2)] # coefficients
}
if (copula == "Copula2") {
alpha <- exp(p[1])
kappa <- exp(p[2])
lambda <- p2[1]
k <- p2[2]
beta<- p2[3:length(p2)] # coefficients
}
t1<-indata1[,"obs_time"]
t2<-indata2[,"obs_time"]
# loglogistic surv and density
u1 <- (1+((t1/lambda)^k)*exp(x1%*%beta))^(-1)
u2 <- (1+((t2/lambda)^k)*exp(x2%*%beta))^(-1)
u1_t1 <- -1*((u1)^(2)) * (k/lambda) * ((t1/lambda)^(k-1)) * exp(x1%*%beta)
u2_t2 <- -1*((u2)^(2)) * (k/lambda) * ((t2/lambda)^(k-1)) * exp(x2%*%beta)
}
if (m.dist == "Gompertz") {
if (copula != "Copula2") {
eta <- exp(p) # anti-log
a <- p2[1]
b <- p2[2]
beta<- p2[3:length(p2)] # coefficients
}
if (copula == "Copula2") {
alpha <- exp(p[1])
kappa <- exp(p[2])
a <- p2[1]
b <- p2[2]
beta<- p2[3:length(p2)] # coefficients
}
t1<-indata1[,"obs_time"]
t2<-indata2[,"obs_time"]
# x1<-as.matrix(indata1[,var_list])
# x2<-as.matrix(indata2[,var_list])
u1<-exp(b/a*(1-exp(a*t1))*exp(x1%*%beta))
u2<-exp(b/a*(1-exp(a*t2))*exp(x2%*%beta))
u1_t1<- -u1*b*exp(a*t1)*exp(x1%*%beta)
u2_t2<- -u2*b*exp(a*t2)*exp(x2%*%beta)
}
if (copula == "Copula2") {
# Copula2 Copula function for joint distribution probability
C_val <- (1 + ((u1^(-1/kappa)-1)^(1/alpha) + (u2^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
c_u1_val <- C_val^(1+1/kappa) * (1 + ((u2^(-1/kappa)-1)/(u1^(-1/kappa)-1))^(1/alpha) )^(alpha-1) * u1^(-1/kappa-1) # wrt to u1
c_u2_val <- C_val^(1+1/kappa) * (1 + ((u1^(-1/kappa)-1)/(u2^(-1/kappa)-1))^(1/alpha) )^(alpha-1) * u2^(-1/kappa-1) # wrt to u2
c_val <- (1+1/kappa) * C_val^(1/kappa) * c_u2_val * (1 + ((u2^(-1/kappa)-1)/(u1^(-1/kappa)-1))^(1/alpha) )^(alpha-1) * u1^(-1-1/kappa) +
(-1+1/alpha) * (1/kappa) * C_val^(1+1/kappa) * (u1*u2)^(-1-1/kappa) * (1 + ((u2^(-1/kappa)-1)/(u1^(-1/kappa)-1))^(1/alpha) )^(alpha-2) * (u2^(-1/kappa)-1)^(-1+1/alpha) * (u1^(-1/kappa)-1)^(-1/alpha)
}
if (copula == "Joe") {
# Joe joint and density functions
C_val <- 1 - ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta)
c_u1_val <- ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 1) * ((1-u1)^(eta-1) - (1-u1)^(eta-1)*(1-u2)^eta)
c_u2_val <- ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 1) * ((1-u2)^(eta-1) - (1-u2)^(eta-1)*(1-u1)^eta)
c_val <- ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 2) * (1/eta - 1) * ((1-u1)^(eta-1) - (1-u1)^(eta-1)*(1-u2)^eta) * ((1-u2)^(eta-1) - (1-u2)^(eta-1)*(1-u1)^eta) * (-eta)+
((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 1) * (eta * ((1-u1)^(eta-1)) * ((1-u2)^(eta-1)) )
}
if (copula == "Gumbel") {
c_val<-((-log(u1))^(eta-1)*(-log(u2))^(eta-1)*gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(2/eta-2))/(u1*u2)-
gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(1/eta-2)*(1/(u1*u2))*(1/eta-1)*eta*(-log(u1))^(eta-1)*(-log(u2))^(eta-1)
c_u1_val<-gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(1/eta-1)*(-log(u1))^(eta-1)/u1
c_u2_val<-gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(1/eta-1)*(-log(u2))^(eta-1)/u2
C_val<-gh_F(u1,u2,eta)
}
if (copula == "AMH") {
# AHM joint and desity functions
c_val <- ((eta^2)*(1-u1)*(1-u2) + eta*(u1*u2+u1+u2-2) + 1)/(1-eta*(1-u1)*(1-u2))^3
c_u1_val<- u2*(1-eta*(1-u2))/(1-eta*(1-u1)*(1-u2))^2
c_u2_val<- u1*(1-eta*(1-u1))/(1-eta*(1-u1)*(1-u2))^2
C_val<- u1*u2/(1-eta*(1-u1)*(1-u2))
}
if (copula == "Frank") {
# Frank Copula function for joint distribution probability
c_val <- (-1) * eta*exp((-1) * eta*u1)*exp((-1) * eta*u2)/((exp((-1) * eta)-1)+(exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)) -
(-1) * eta*exp((-1) * eta*u1)*exp((-1) * eta*u2)*(exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/((exp((-1) * eta)-1)+(exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1))^2
c_u1_val <- (exp((-1) * eta*u2)-1)*exp((-1) * eta*u1)/((1 + (exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/(exp((-1) * eta)-1))*(exp((-1) * eta)-1))
c_u2_val <- (exp((-1) * eta*u1)-1)*exp((-1) * eta*u2)/((1 + (exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/(exp((-1) * eta)-1))*(exp((-1) * eta)-1))
C_val <- (1/(-1) * eta) * log(1 + (exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/(exp((-1) * eta)-1))
}
if (copula == "Clayton") {
# Clayton Copula function for joint distribution probability
c_val<-clt_f(u1,u2,eta)
c_u1_val<-u1^(-eta-1)*(u1^(-eta)+u2^(-eta)-1)^(-1/eta-1)
c_u2_val<-u2^(-eta-1)*(u1^(-eta)+u2^(-eta)-1)^(-1/eta-1)
C_val<-(u1^(-eta)+u2^(-eta)-1)^(-1/eta)
}
C_val <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 0), C_val, 1)
term1 <- log(abs(C_val))
term2 <- c_u1_val * (-u1_t1)
term2 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 0), term2, 1)
term2 <- log(abs(term2))
# term2 <- log(c_u1_val)+log(-u1_t1)
# term2 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 0), term2, 0)
term3 <- (c_u2_val) * (-u2_t2)
term3 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 1), term3, 1)
term3 <- log(abs(term3))
# term3 <- log(c_u2_val)+log(-u2_t2)
# term3 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 1), term3, 0)
term4 <- c_val * u1_t1 * u2_t2
term4 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 1), term4, 1)
term4[term4 < 0] <- 1
term4 <- log(abs(term4))
# term4 <- log(c_val)+log(-u1_t1)+log(-u2_t2)
# term4 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 1), term4, 0)
logL<-(-1)*sum( term1 + term2 + term3 + term4 )
return(logL)
}
# ic, parametric margins
ic_copula_log_lik_param_eta <- function(para, lambda, k, beta, x1, x2, t1_left, t1_right, t2_left, t2_right, indata1, indata2, copula, m.dist) {
# eta or alpha/kappa
if (copula != "Copula2") {
eta <- exp(para)
}
if (copula == "Copula2") {
alpha <- exp(para[1])
kappa <- exp(para[2])
}
### Weibull ###
if (m.dist == "Weibull") {
# Survival functions with weibull margins under PH assumption
u1_left<-exp(-(t1_left/lambda)^k*exp(x1%*%beta))
u1_right<-exp(-(t1_right/lambda)^k*exp(x1%*%beta))
u2_left<-exp(-(t2_left/lambda)^k*exp(x2%*%beta))
u2_right<-exp(-(t2_right/lambda)^k*exp(x2%*%beta))
}
### Loglog ###
if (m.dist == "Loglogistic") {
# Survival functions for loglogistic distribution under PO assumption
u1_left<- (1+((t1_left/lambda)^k)*exp(x1%*%beta))^(-1)
u1_right<- (1+((t1_right/lambda)^k)*exp(x1%*%beta))^(-1)
u2_left<- (1+((t2_left/lambda)^k)*exp(x2%*%beta))^(-1)
u2_right<- (1+((t2_right/lambda)^k)*exp(x2%*%beta))^(-1)
}
### Gompertz ###
if (m.dist == "Gompertz") {
a<-lambda
b<-k
# Survival functions with gompertz margins under PH assumption
u1_left<-exp(b/a*(1-exp(a*t1_left))*exp(x1%*%beta))
u1_right<-exp(b/a*(1-exp(a*t1_right))*exp(x1%*%beta))
u2_left<-exp(b/a*(1-exp(a*t2_left))*exp(x2%*%beta))
u2_right<-exp(b/a*(1-exp(a*t2_right))*exp(x2%*%beta))
}
if (copula == "Copula2") {
# copula2 Copula function for joint distribution probability
C_val_1 <- (1 + ((u1_left^(-1/kappa)-1)^(1/alpha) + (u2_left^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
C_val_2 <- (1 + ((u1_left^(-1/kappa)-1)^(1/alpha) + (u2_right^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
C_val_3 <- (1 + ((u1_right^(-1/kappa)-1)^(1/alpha) + (u2_left^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
C_val_4 <- (1 + ((u1_right^(-1/kappa)-1)^(1/alpha) + (u2_right^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
}
if (copula == "Joe") {
# Joe Copula function for joint distribution probability
C_val_1 <- 1 - ( (1-u1_left)^(eta) + (1-u2_left)^(eta) - (1-u1_left)^(eta)*(1-u2_left)^(eta) )^(1/eta)
C_val_2 <- 1 - ( (1-u1_left)^(eta) + (1-u2_right)^(eta) - (1-u1_left)^(eta)*(1-u2_right)^(eta) )^(1/eta)
C_val_3 <- 1 - ( (1-u1_right)^(eta) + (1-u2_left)^(eta) - (1-u1_right)^(eta)*(1-u2_left)^(eta) )^(1/eta)
C_val_4 <- 1 - ( (1-u1_right)^(eta) + (1-u2_right)^(eta) - (1-u1_right)^(eta)*(1-u2_right)^(eta) )^(1/eta)
}
if (copula == "Gumbel") {
# Gumbel Copula function for joint distribution probability
C_val_1 <- exp(-((-log(u1_left))^eta + (-log(u2_left))^eta)^(1/eta))
C_val_2 <- exp(-((-log(u1_left))^eta + (-log(u2_right))^eta)^(1/eta))
C_val_3 <- exp(-((-log(u1_right))^eta + (-log(u2_left))^eta)^(1/eta))
C_val_4 <- exp(-((-log(u1_right))^eta + (-log(u2_right))^eta)^(1/eta))
}
if (copula == "AMH") {
# AMH Copula function for joint distribution probability
C_val_1 <- u1_left * u2_left /(1 - eta * (1-u1_left) * (1-u2_left))
C_val_2 <- u1_left * u2_right /(1 - eta * (1-u1_left) * (1-u2_right))
C_val_3 <- u1_right * u2_left /(1 - eta * (1-u1_right) * (1-u2_left))
C_val_4 <- u1_right * u2_right /(1 - eta * (1-u1_right) * (1-u2_right))
}
if (copula == "Frank") {
# Frank Copula function for joint distribution probability
C_val_1 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_left)-1)*(exp((-1) * eta*u2_left)-1)/(exp((-1) * eta)-1))
C_val_2 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_left)-1)*(exp((-1) * eta*u2_right)-1)/(exp((-1) * eta)-1))
C_val_3 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_right)-1)*(exp((-1) * eta*u2_left)-1)/(exp((-1) * eta)-1))
C_val_4 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_right)-1)*(exp((-1) * eta*u2_right)-1)/(exp((-1) * eta)-1))
}
if (copula == "Clayton") {
# Copula function for joint distribution probability
C_val_1 <-(u1_left^(-eta)+u2_left^(-eta)-1)^(-1/eta)
C_val_2 <-(u1_left^(-eta)+u2_right^(-eta)-1)^(-1/eta)
C_val_3 <-(u1_right^(-eta)+u2_left^(-eta)-1)^(-1/eta)
C_val_4 <-(u1_right^(-eta)+u2_right^(-eta)-1)^(-1/eta)
}
# Use Copula functions to write each block of likelihood function
term1 <- log(abs(C_val_1 - C_val_2 - C_val_3 + C_val_4))
term1 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 1), term1, 0)
term2 <- log(abs(C_val_1 - C_val_3))
term2 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 0), term2, 0)
term3 <- log(abs(C_val_1 - C_val_2))
term3 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 1), term3, 0)
term4 <- log(abs(C_val_1))
term4 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 0), term4, 0)
logL<-(-1)*sum( term1 + term2 + term3 + term4 )
return(logL)
}
# ic, sieve margins
ic_copula_log_lik_sieve_eta <- function(para, beta, ep, x1, x2, bl1, br1, bl2, br2, indata1, indata2,r, copula) {
# eta or alpha/kappa
if (copula != "Copula2") {
eta <- exp(para)
}
if (copula == "Copula2") {
alpha <- exp(para[1])
kappa <- exp(para[2])
}
gLl1<-G(exp(x1%*%beta)*(bl1%*%ep),r) #left eye, left end
gLr1<-G(exp(x1%*%beta)*(br1%*%ep),r) #left eye, right end
gLl2<-G(exp(x2%*%beta)*(bl2%*%ep),r) #right eye, left end
gLr2<-G(exp(x2%*%beta)*(br2%*%ep),r)
u1_left = exp(-gLl1)
u1_right = exp(-gLr1)
u2_left = exp(-gLl2)
u2_right = exp(-gLr2)
if (copula == "Copula2") {
# copula2 Copula function for joint distribution probability
C_val_1 <- (1 + ((u1_left^(-1/kappa)-1)^(1/alpha) + (u2_left^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
C_val_2 <- (1 + ((u1_left^(-1/kappa)-1)^(1/alpha) + (u2_right^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
C_val_3 <- (1 + ((u1_right^(-1/kappa)-1)^(1/alpha) + (u2_left^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
C_val_4 <- (1 + ((u1_right^(-1/kappa)-1)^(1/alpha) + (u2_right^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
}
if (copula == "Joe") {
# Joe Copula function for joint distribution probability
C_val_1 <- 1 - ( (1-u1_left)^(eta) + (1-u2_left)^(eta) - (1-u1_left)^(eta)*(1-u2_left)^(eta) )^(1/eta)
C_val_2 <- 1 - ( (1-u1_left)^(eta) + (1-u2_right)^(eta) - (1-u1_left)^(eta)*(1-u2_right)^(eta) )^(1/eta)
C_val_3 <- 1 - ( (1-u1_right)^(eta) + (1-u2_left)^(eta) - (1-u1_right)^(eta)*(1-u2_left)^(eta) )^(1/eta)
C_val_4 <- 1 - ( (1-u1_right)^(eta) + (1-u2_right)^(eta) - (1-u1_right)^(eta)*(1-u2_right)^(eta) )^(1/eta)
}
if (copula == "Gumbel") {
# Gumbel Copula function for joint distribution probability
C_val_1 <- exp(-((-log(u1_left))^eta + (-log(u2_left))^eta)^(1/eta))
C_val_2 <- exp(-((-log(u1_left))^eta + (-log(u2_right))^eta)^(1/eta))
C_val_3 <- exp(-((-log(u1_right))^eta + (-log(u2_left))^eta)^(1/eta))
C_val_4 <- exp(-((-log(u1_right))^eta + (-log(u2_right))^eta)^(1/eta))
}
if (copula == "AMH") {
# AMH Copula function for joint distribution probability
C_val_1 <- u1_left * u2_left /(1 - eta * (1-u1_left) * (1-u2_left))
C_val_2 <- u1_left * u2_right /(1 - eta * (1-u1_left) * (1-u2_right))
C_val_3 <- u1_right * u2_left /(1 - eta * (1-u1_right) * (1-u2_left))
C_val_4 <- u1_right * u2_right /(1 - eta * (1-u1_right) * (1-u2_right))
}
if (copula == "Frank") {
# Frank Copula function for joint distribution probability
C_val_1 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_left)-1)*(exp((-1) * eta*u2_left)-1)/(exp((-1) * eta)-1))
C_val_2 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_left)-1)*(exp((-1) * eta*u2_right)-1)/(exp((-1) * eta)-1))
C_val_3 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_right)-1)*(exp((-1) * eta*u2_left)-1)/(exp((-1) * eta)-1))
C_val_4 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_right)-1)*(exp((-1) * eta*u2_right)-1)/(exp((-1) * eta)-1))
}
if (copula == "Clayton") {
# Copula function for joint distribution probability
C_val_1 <-(u1_left^(-eta)+u2_left^(-eta)-1)^(-1/eta)
C_val_2 <-(u1_left^(-eta)+u2_right^(-eta)-1)^(-1/eta)
C_val_3 <-(u1_right^(-eta)+u2_left^(-eta)-1)^(-1/eta)
C_val_4 <-(u1_right^(-eta)+u2_right^(-eta)-1)^(-1/eta)
}
# Use Copula functions to write each block of likelihood function
term1 <- log(abs(C_val_1 - C_val_2 - C_val_3 + C_val_4))
term1 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 1), term1, 0)
term2 <- log(abs(C_val_1 - C_val_3))
term2 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 0), term2, 0)
term3 <- log(abs(C_val_1 - C_val_2))
term3 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 1), term3, 0)
term4 <- log(abs(C_val_1))
term4 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 0), term4, 0)
logL<-(-1)*sum( term1 + term2 + term3 + term4 )
return(logL)
}
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Defines functions ic_copula_log_lik_sieve_eta ic_copula_log_lik_param_eta rc_copula_log_lik_eta rc_copula_log_lik_cox_eta
######### pseudo-loglik for updating copula parameters based on marginal estimates ##########
# rc, cox margin
rc_copula_log_lik_cox_eta <-function(p, p2, x1, x2, indata1, indata2, copula)
{
if (copula != "Copula2") {
eta <- exp(p)
beta<- p2 # coefficients
}
if (copula == "Copula2") {
alpha <- exp(p[1])
kappa <- exp(p[2])
beta <- p2 # coefficients
}
t1 <- indata1[, "obs_time"]
t2 <- indata2[, "obs_time"]
c1<-indata1[, "status"]
c2<-indata2[, "status"]
t <- c(t1, t2)
c <- c(c1, c2)
x1 <- matrix(x1, nrow = length(t1))
x2 <- matrix(x2, nrow = length(t2))
x12 <- rbind(x1, x2)
tab <- data.frame(table(t[c == 1]))
y <- as.numeric(levels(tab[, 1]))[tab[, 1]] # sorted unique event times
d <- tab[, 2] # number of events at each unique time (in case of tied events)
Lambda <- 0
Lambda <- 0
# Create hazard function and calculate observed cumulative hazard and instanenuous hazard
h0 <- d/sapply(y,
function(x) {
sum(exp(as.matrix(x12[t >= x, ]) %*% beta))
})
lambda <- rowSums(sapply(y, function(x) t==x) %*% h0 * c)
# # new_c: ones who are censored but have the same observation times as event times
# new_c <- c
# new_c[which(t %in% y)] <- 1
# lambda <- rowSums(sapply(y, function(x) t==x) %*% h0 * new_c)
Lambda <- as.numeric(sapply(y, function(x) t>=x) %*% h0)
lambda1 <- lambda[1:length(t1)]
lambda2 <- lambda[-(1:length(t1))]
Lambda1 <- Lambda[1:length(t1)]
Lambda2 <- Lambda[-(1:length(t1))]
# tab1 <- data.frame(table(t1[c1 == 1]))
# y1 <- as.numeric(levels(tab1[, 1]))[tab1[, 1]] # sorted unique event times
# d1 <- tab1[, 2] # number of events at each unique time (in case of tied events)
#
# tab2 <- data.frame(table(t2[c2 == 1]))
# y2 <- as.numeric(levels(tab2[, 1]))[tab2[, 1]]
# d2 <- tab2[, 2]
#
# Lambda1 <- 0
# Lambda2 <- 0
# lambda1 <- 0
# lambda2 <- 0
#
# # Create hazard function and calculate observed cumulative hazard and instanenuous hazard
# h01 <- d1/sapply(y1,
# function(x) {
# sum(exp(as.matrix(x1[t1 >= x, ]) %*% beta))
# })
# lambda1 <- rowSums(sapply(y1, function(x) t1==x) %*% h01 * c1)
# Lambda1 <- as.numeric(sapply(y1, function(x) t1>=x) %*% h01)
#
# h02 <- d2/sapply(y2,
# function(x) {
# sum(exp(as.matrix(x1[t2 >= x, ]) %*% beta))
# })
# lambda2 <- rowSums(sapply(y2, function(x) t2 == x) %*% h02 * c2)
# Lambda2 <- as.numeric(sapply(y2, function(x) t2 >= x) %*% h02)
# survival and density
u1 <- exp(-Lambda1 * exp(x1 %*% beta))
u2 <- exp(-Lambda2 * exp(x2 %*% beta))
u1_t1 <- -u1 * lambda1 * exp(x1 %*% beta)
u2_t2 <- -u2 * lambda2 * exp(x2 %*% beta)
### copula models ######
if (copula == "Copula2") {
# Copula2 Copula function for joint distribution probability
C_val <- (1 + ((u1^(-1/kappa)-1)^(1/alpha) + (u2^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
c_u1_val <- C_val^(1+1/kappa) * (1 + ((u2^(-1/kappa)-1)/(u1^(-1/kappa)-1))^(1/alpha) )^(alpha-1) * u1^(-1/kappa-1) # wrt to u1
c_u2_val <- C_val^(1+1/kappa) * (1 + ((u1^(-1/kappa)-1)/(u2^(-1/kappa)-1))^(1/alpha) )^(alpha-1) * u2^(-1/kappa-1) # wrt to u2
c_val <- (1+1/kappa) * C_val^(1/kappa) * c_u2_val * (1 + ((u2^(-1/kappa)-1)/(u1^(-1/kappa)-1))^(1/alpha) )^(alpha-1) * u1^(-1-1/kappa) +
(-1+1/alpha) * (1/kappa) * C_val^(1+1/kappa) * (u1*u2)^(-1-1/kappa) * (1 + ((u2^(-1/kappa)-1)/(u1^(-1/kappa)-1))^(1/alpha) )^(alpha-2) * (u2^(-1/kappa)-1)^(-1+1/alpha) * (u1^(-1/kappa)-1)^(-1/alpha)
}
if (copula == "Joe") {
# Joe joint and density functions
C_val <- 1 - ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta)
c_u1_val <- ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 1) * ((1-u1)^(eta-1) - (1-u1)^(eta-1)*(1-u2)^eta)
c_u2_val <- ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 1) * ((1-u2)^(eta-1) - (1-u2)^(eta-1)*(1-u1)^eta)
c_val <- ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 2) * (1/eta - 1) * ((1-u1)^(eta-1) - (1-u1)^(eta-1)*(1-u2)^eta) * ((1-u2)^(eta-1) - (1-u2)^(eta-1)*(1-u1)^eta) * (-eta)+
((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 1) * (eta * ((1-u1)^(eta-1)) * ((1-u2)^(eta-1)) )
}
if (copula == "Gumbel") {
c_val<-((-log(u1))^(eta-1)*(-log(u2))^(eta-1)*gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(2/eta-2))/(u1*u2)-
gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(1/eta-2)*(1/(u1*u2))*(1/eta-1)*eta*(-log(u1))^(eta-1)*(-log(u2))^(eta-1)
c_u1_val<-gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(1/eta-1)*(-log(u1))^(eta-1)/u1
c_u2_val<-gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(1/eta-1)*(-log(u2))^(eta-1)/u2
C_val<-gh_F(u1,u2,eta)
}
if (copula == "AMH") {
# AHM joint and desity functions
c_val <- ((eta^2)*(1-u1)*(1-u2) + eta*(u1*u2+u1+u2-2) + 1)/(1-eta*(1-u1)*(1-u2))^3
c_u1_val<- u2*(1-eta*(1-u2))/(1-eta*(1-u1)*(1-u2))^2
c_u2_val<- u1*(1-eta*(1-u1))/(1-eta*(1-u1)*(1-u2))^2
C_val<- u1*u2/(1-eta*(1-u1)*(1-u2))
}
if (copula == "Frank") {
# Frank Copula function for joint distribution probability
c_val <- (-1) * eta*exp((-1) * eta*u1)*exp((-1) * eta*u2)/((exp((-1) * eta)-1)+(exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)) -
(-1) * eta*exp((-1) * eta*u1)*exp((-1) * eta*u2)*(exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/((exp((-1) * eta)-1)+(exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1))^2
c_u1_val <- (exp((-1) * eta*u2)-1)*exp((-1) * eta*u1)/((1 + (exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/(exp((-1) * eta)-1))*(exp((-1) * eta)-1))
c_u2_val <- (exp((-1) * eta*u1)-1)*exp((-1) * eta*u2)/((1 + (exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/(exp((-1) * eta)-1))*(exp((-1) * eta)-1))
C_val <- (1/(-1) * eta) * log(1 + (exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/(exp((-1) * eta)-1))
}
if (copula == "Clayton") {
# Clayton Copula function for joint distribution probability
c_val<-clt_f(u1,u2,eta)
c_u1_val<-u1^(-eta-1)*(u1^(-eta)+u2^(-eta)-1)^(-1/eta-1)
c_u2_val<-u2^(-eta-1)*(u1^(-eta)+u2^(-eta)-1)^(-1/eta-1)
C_val<-(u1^(-eta)+u2^(-eta)-1)^(-1/eta)
}
C_val <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 0), C_val, 1)
term1 <- log(abs(C_val))
term2 <- c_u1_val * (-u1_t1)
term2 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 0), term2, 1)
term2 <- log(abs(term2))
term3 <- (c_u2_val) * (-u2_t2)
term3 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 1), term3, 1)
term3 <- log(abs(term3))
term4 <- c_val * u1_t1 * u2_t2
term4 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 1), term4, 1)
term4 <- log(abs(term4))
logL <- (-1) * sum(term1 + term2 + term3 + term4)
return(logL)
}
# rc, parametric margins
rc_copula_log_lik_eta <-function(p, p2, x1, x2,indata1,indata2, quantiles = NULL, copula, m.dist)
{
if (m.dist == "Weibull") {
if (copula != "Copula2") {
eta <- exp(p) # anti-log
lambda <- p2[1]
k <- p2[2]
beta<- p2[3:length(p2)] # coefficients
}
if (copula == "Copula2") {
alpha <- exp(p[1])
kappa <- exp(p[2])
lambda <- p2[1]
k <- p2[2]
beta<- p2[3:length(p2)] # coefficients
}
t1<-indata1[,"obs_time"]
t2<-indata2[,"obs_time"]
u1<-exp(-(t1/lambda)^k*exp(x1%*%beta))
u2<-exp(-(t2/lambda)^k*exp(x2%*%beta))
u1_t1<- -u1*k*(1/lambda)*(t1/lambda)^(k-1)*exp(x1%*%beta)
u2_t2<- -u2*k*(1/lambda)*(t2/lambda)^(k-1)*exp(x2%*%beta)
}
if (m.dist == "Loglogistic") {
if (copula != "Copula2") {
eta <- exp(p) # anti-log
lambda <- p2[1]
k <- p2[2]
beta<- p2[3:length(p2)] # coefficients
}
if (copula == "Copula2") {
alpha <- exp(p[1])
kappa <- exp(p[2])
lambda <- p2[1]
k <- p2[2]
beta<- p2[3:length(p2)] # coefficients
}
t1<-indata1[,"obs_time"]
t2<-indata2[,"obs_time"]
# loglogistic surv and density
u1 <- (1+((t1/lambda)^k)*exp(x1%*%beta))^(-1)
u2 <- (1+((t2/lambda)^k)*exp(x2%*%beta))^(-1)
u1_t1 <- -1*((u1)^(2)) * (k/lambda) * ((t1/lambda)^(k-1)) * exp(x1%*%beta)
u2_t2 <- -1*((u2)^(2)) * (k/lambda) * ((t2/lambda)^(k-1)) * exp(x2%*%beta)
}
if (m.dist == "Gompertz") {
if (copula != "Copula2") {
eta <- exp(p) # anti-log
a <- p2[1]
b <- p2[2]
beta<- p2[3:length(p2)] # coefficients
}
if (copula == "Copula2") {
alpha <- exp(p[1])
kappa <- exp(p[2])
a <- p2[1]
b <- p2[2]
beta<- p2[3:length(p2)] # coefficients
}
t1<-indata1[,"obs_time"]
t2<-indata2[,"obs_time"]
# x1<-as.matrix(indata1[,var_list])
# x2<-as.matrix(indata2[,var_list])
u1<-exp(b/a*(1-exp(a*t1))*exp(x1%*%beta))
u2<-exp(b/a*(1-exp(a*t2))*exp(x2%*%beta))
u1_t1<- -u1*b*exp(a*t1)*exp(x1%*%beta)
u2_t2<- -u2*b*exp(a*t2)*exp(x2%*%beta)
}
if (copula == "Copula2") {
# Copula2 Copula function for joint distribution probability
C_val <- (1 + ((u1^(-1/kappa)-1)^(1/alpha) + (u2^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
c_u1_val <- C_val^(1+1/kappa) * (1 + ((u2^(-1/kappa)-1)/(u1^(-1/kappa)-1))^(1/alpha) )^(alpha-1) * u1^(-1/kappa-1) # wrt to u1
c_u2_val <- C_val^(1+1/kappa) * (1 + ((u1^(-1/kappa)-1)/(u2^(-1/kappa)-1))^(1/alpha) )^(alpha-1) * u2^(-1/kappa-1) # wrt to u2
c_val <- (1+1/kappa) * C_val^(1/kappa) * c_u2_val * (1 + ((u2^(-1/kappa)-1)/(u1^(-1/kappa)-1))^(1/alpha) )^(alpha-1) * u1^(-1-1/kappa) +
(-1+1/alpha) * (1/kappa) * C_val^(1+1/kappa) * (u1*u2)^(-1-1/kappa) * (1 + ((u2^(-1/kappa)-1)/(u1^(-1/kappa)-1))^(1/alpha) )^(alpha-2) * (u2^(-1/kappa)-1)^(-1+1/alpha) * (u1^(-1/kappa)-1)^(-1/alpha)
}
if (copula == "Joe") {
# Joe joint and density functions
C_val <- 1 - ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta)
c_u1_val <- ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 1) * ((1-u1)^(eta-1) - (1-u1)^(eta-1)*(1-u2)^eta)
c_u2_val <- ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 1) * ((1-u2)^(eta-1) - (1-u2)^(eta-1)*(1-u1)^eta)
c_val <- ((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 2) * (1/eta - 1) * ((1-u1)^(eta-1) - (1-u1)^(eta-1)*(1-u2)^eta) * ((1-u2)^(eta-1) - (1-u2)^(eta-1)*(1-u1)^eta) * (-eta)+
((1-u1)^eta + (1-u2)^eta - ((1-u1)^eta)*((1-u2)^eta) )^(1/eta - 1) * (eta * ((1-u1)^(eta-1)) * ((1-u2)^(eta-1)) )
}
if (copula == "Gumbel") {
c_val<-((-log(u1))^(eta-1)*(-log(u2))^(eta-1)*gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(2/eta-2))/(u1*u2)-
gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(1/eta-2)*(1/(u1*u2))*(1/eta-1)*eta*(-log(u1))^(eta-1)*(-log(u2))^(eta-1)
c_u1_val<-gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(1/eta-1)*(-log(u1))^(eta-1)/u1
c_u2_val<-gh_F(u1,u2,eta)*((-log(u1))^eta+(-log(u2))^eta)^(1/eta-1)*(-log(u2))^(eta-1)/u2
C_val<-gh_F(u1,u2,eta)
}
if (copula == "AMH") {
# AHM joint and desity functions
c_val <- ((eta^2)*(1-u1)*(1-u2) + eta*(u1*u2+u1+u2-2) + 1)/(1-eta*(1-u1)*(1-u2))^3
c_u1_val<- u2*(1-eta*(1-u2))/(1-eta*(1-u1)*(1-u2))^2
c_u2_val<- u1*(1-eta*(1-u1))/(1-eta*(1-u1)*(1-u2))^2
C_val<- u1*u2/(1-eta*(1-u1)*(1-u2))
}
if (copula == "Frank") {
# Frank Copula function for joint distribution probability
c_val <- (-1) * eta*exp((-1) * eta*u1)*exp((-1) * eta*u2)/((exp((-1) * eta)-1)+(exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)) -
(-1) * eta*exp((-1) * eta*u1)*exp((-1) * eta*u2)*(exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/((exp((-1) * eta)-1)+(exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1))^2
c_u1_val <- (exp((-1) * eta*u2)-1)*exp((-1) * eta*u1)/((1 + (exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/(exp((-1) * eta)-1))*(exp((-1) * eta)-1))
c_u2_val <- (exp((-1) * eta*u1)-1)*exp((-1) * eta*u2)/((1 + (exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/(exp((-1) * eta)-1))*(exp((-1) * eta)-1))
C_val <- (1/(-1) * eta) * log(1 + (exp((-1) * eta*u1)-1)*(exp((-1) * eta*u2)-1)/(exp((-1) * eta)-1))
}
if (copula == "Clayton") {
# Clayton Copula function for joint distribution probability
c_val<-clt_f(u1,u2,eta)
c_u1_val<-u1^(-eta-1)*(u1^(-eta)+u2^(-eta)-1)^(-1/eta-1)
c_u2_val<-u2^(-eta-1)*(u1^(-eta)+u2^(-eta)-1)^(-1/eta-1)
C_val<-(u1^(-eta)+u2^(-eta)-1)^(-1/eta)
}
C_val <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 0), C_val, 1)
term1 <- log(abs(C_val))
term2 <- c_u1_val * (-u1_t1)
term2 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 0), term2, 1)
term2 <- log(abs(term2))
# term2 <- log(c_u1_val)+log(-u1_t1)
# term2 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 0), term2, 0)
term3 <- (c_u2_val) * (-u2_t2)
term3 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 1), term3, 1)
term3 <- log(abs(term3))
# term3 <- log(c_u2_val)+log(-u2_t2)
# term3 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 1), term3, 0)
term4 <- c_val * u1_t1 * u2_t2
term4 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 1), term4, 1)
term4[term4 < 0] <- 1
term4 <- log(abs(term4))
# term4 <- log(c_val)+log(-u1_t1)+log(-u2_t2)
# term4 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 1), term4, 0)
logL<-(-1)*sum( term1 + term2 + term3 + term4 )
return(logL)
}
# ic, parametric margins
ic_copula_log_lik_param_eta <- function(para, lambda, k, beta, x1, x2, t1_left, t1_right, t2_left, t2_right, indata1, indata2, copula, m.dist) {
# eta or alpha/kappa
if (copula != "Copula2") {
eta <- exp(para)
}
if (copula == "Copula2") {
alpha <- exp(para[1])
kappa <- exp(para[2])
}
### Weibull ###
if (m.dist == "Weibull") {
# Survival functions with weibull margins under PH assumption
u1_left<-exp(-(t1_left/lambda)^k*exp(x1%*%beta))
u1_right<-exp(-(t1_right/lambda)^k*exp(x1%*%beta))
u2_left<-exp(-(t2_left/lambda)^k*exp(x2%*%beta))
u2_right<-exp(-(t2_right/lambda)^k*exp(x2%*%beta))
}
### Loglog ###
if (m.dist == "Loglogistic") {
# Survival functions for loglogistic distribution under PO assumption
u1_left<- (1+((t1_left/lambda)^k)*exp(x1%*%beta))^(-1)
u1_right<- (1+((t1_right/lambda)^k)*exp(x1%*%beta))^(-1)
u2_left<- (1+((t2_left/lambda)^k)*exp(x2%*%beta))^(-1)
u2_right<- (1+((t2_right/lambda)^k)*exp(x2%*%beta))^(-1)
}
### Gompertz ###
if (m.dist == "Gompertz") {
a<-lambda
b<-k
# Survival functions with gompertz margins under PH assumption
u1_left<-exp(b/a*(1-exp(a*t1_left))*exp(x1%*%beta))
u1_right<-exp(b/a*(1-exp(a*t1_right))*exp(x1%*%beta))
u2_left<-exp(b/a*(1-exp(a*t2_left))*exp(x2%*%beta))
u2_right<-exp(b/a*(1-exp(a*t2_right))*exp(x2%*%beta))
}
if (copula == "Copula2") {
# copula2 Copula function for joint distribution probability
C_val_1 <- (1 + ((u1_left^(-1/kappa)-1)^(1/alpha) + (u2_left^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
C_val_2 <- (1 + ((u1_left^(-1/kappa)-1)^(1/alpha) + (u2_right^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
C_val_3 <- (1 + ((u1_right^(-1/kappa)-1)^(1/alpha) + (u2_left^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
C_val_4 <- (1 + ((u1_right^(-1/kappa)-1)^(1/alpha) + (u2_right^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
}
if (copula == "Joe") {
# Joe Copula function for joint distribution probability
C_val_1 <- 1 - ( (1-u1_left)^(eta) + (1-u2_left)^(eta) - (1-u1_left)^(eta)*(1-u2_left)^(eta) )^(1/eta)
C_val_2 <- 1 - ( (1-u1_left)^(eta) + (1-u2_right)^(eta) - (1-u1_left)^(eta)*(1-u2_right)^(eta) )^(1/eta)
C_val_3 <- 1 - ( (1-u1_right)^(eta) + (1-u2_left)^(eta) - (1-u1_right)^(eta)*(1-u2_left)^(eta) )^(1/eta)
C_val_4 <- 1 - ( (1-u1_right)^(eta) + (1-u2_right)^(eta) - (1-u1_right)^(eta)*(1-u2_right)^(eta) )^(1/eta)
}
if (copula == "Gumbel") {
# Gumbel Copula function for joint distribution probability
C_val_1 <- exp(-((-log(u1_left))^eta + (-log(u2_left))^eta)^(1/eta))
C_val_2 <- exp(-((-log(u1_left))^eta + (-log(u2_right))^eta)^(1/eta))
C_val_3 <- exp(-((-log(u1_right))^eta + (-log(u2_left))^eta)^(1/eta))
C_val_4 <- exp(-((-log(u1_right))^eta + (-log(u2_right))^eta)^(1/eta))
}
if (copula == "AMH") {
# AMH Copula function for joint distribution probability
C_val_1 <- u1_left * u2_left /(1 - eta * (1-u1_left) * (1-u2_left))
C_val_2 <- u1_left * u2_right /(1 - eta * (1-u1_left) * (1-u2_right))
C_val_3 <- u1_right * u2_left /(1 - eta * (1-u1_right) * (1-u2_left))
C_val_4 <- u1_right * u2_right /(1 - eta * (1-u1_right) * (1-u2_right))
}
if (copula == "Frank") {
# Frank Copula function for joint distribution probability
C_val_1 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_left)-1)*(exp((-1) * eta*u2_left)-1)/(exp((-1) * eta)-1))
C_val_2 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_left)-1)*(exp((-1) * eta*u2_right)-1)/(exp((-1) * eta)-1))
C_val_3 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_right)-1)*(exp((-1) * eta*u2_left)-1)/(exp((-1) * eta)-1))
C_val_4 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_right)-1)*(exp((-1) * eta*u2_right)-1)/(exp((-1) * eta)-1))
}
if (copula == "Clayton") {
# Copula function for joint distribution probability
C_val_1 <-(u1_left^(-eta)+u2_left^(-eta)-1)^(-1/eta)
C_val_2 <-(u1_left^(-eta)+u2_right^(-eta)-1)^(-1/eta)
C_val_3 <-(u1_right^(-eta)+u2_left^(-eta)-1)^(-1/eta)
C_val_4 <-(u1_right^(-eta)+u2_right^(-eta)-1)^(-1/eta)
}
# Use Copula functions to write each block of likelihood function
term1 <- log(abs(C_val_1 - C_val_2 - C_val_3 + C_val_4))
term1 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 1), term1, 0)
term2 <- log(abs(C_val_1 - C_val_3))
term2 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 0), term2, 0)
term3 <- log(abs(C_val_1 - C_val_2))
term3 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 1), term3, 0)
term4 <- log(abs(C_val_1))
term4 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 0), term4, 0)
logL<-(-1)*sum( term1 + term2 + term3 + term4 )
return(logL)
}
# ic, sieve margins
ic_copula_log_lik_sieve_eta <- function(para, beta, ep, x1, x2, bl1, br1, bl2, br2, indata1, indata2,r, copula) {
# eta or alpha/kappa
if (copula != "Copula2") {
eta <- exp(para)
}
if (copula == "Copula2") {
alpha <- exp(para[1])
kappa <- exp(para[2])
}
gLl1<-G(exp(x1%*%beta)*(bl1%*%ep),r) #left eye, left end
gLr1<-G(exp(x1%*%beta)*(br1%*%ep),r) #left eye, right end
gLl2<-G(exp(x2%*%beta)*(bl2%*%ep),r) #right eye, left end
gLr2<-G(exp(x2%*%beta)*(br2%*%ep),r)
u1_left = exp(-gLl1)
u1_right = exp(-gLr1)
u2_left = exp(-gLl2)
u2_right = exp(-gLr2)
if (copula == "Copula2") {
# copula2 Copula function for joint distribution probability
C_val_1 <- (1 + ((u1_left^(-1/kappa)-1)^(1/alpha) + (u2_left^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
C_val_2 <- (1 + ((u1_left^(-1/kappa)-1)^(1/alpha) + (u2_right^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
C_val_3 <- (1 + ((u1_right^(-1/kappa)-1)^(1/alpha) + (u2_left^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
C_val_4 <- (1 + ((u1_right^(-1/kappa)-1)^(1/alpha) + (u2_right^(-1/kappa)-1)^(1/alpha))^alpha)^(-kappa)
}
if (copula == "Joe") {
# Joe Copula function for joint distribution probability
C_val_1 <- 1 - ( (1-u1_left)^(eta) + (1-u2_left)^(eta) - (1-u1_left)^(eta)*(1-u2_left)^(eta) )^(1/eta)
C_val_2 <- 1 - ( (1-u1_left)^(eta) + (1-u2_right)^(eta) - (1-u1_left)^(eta)*(1-u2_right)^(eta) )^(1/eta)
C_val_3 <- 1 - ( (1-u1_right)^(eta) + (1-u2_left)^(eta) - (1-u1_right)^(eta)*(1-u2_left)^(eta) )^(1/eta)
C_val_4 <- 1 - ( (1-u1_right)^(eta) + (1-u2_right)^(eta) - (1-u1_right)^(eta)*(1-u2_right)^(eta) )^(1/eta)
}
if (copula == "Gumbel") {
# Gumbel Copula function for joint distribution probability
C_val_1 <- exp(-((-log(u1_left))^eta + (-log(u2_left))^eta)^(1/eta))
C_val_2 <- exp(-((-log(u1_left))^eta + (-log(u2_right))^eta)^(1/eta))
C_val_3 <- exp(-((-log(u1_right))^eta + (-log(u2_left))^eta)^(1/eta))
C_val_4 <- exp(-((-log(u1_right))^eta + (-log(u2_right))^eta)^(1/eta))
}
if (copula == "AMH") {
# AMH Copula function for joint distribution probability
C_val_1 <- u1_left * u2_left /(1 - eta * (1-u1_left) * (1-u2_left))
C_val_2 <- u1_left * u2_right /(1 - eta * (1-u1_left) * (1-u2_right))
C_val_3 <- u1_right * u2_left /(1 - eta * (1-u1_right) * (1-u2_left))
C_val_4 <- u1_right * u2_right /(1 - eta * (1-u1_right) * (1-u2_right))
}
if (copula == "Frank") {
# Frank Copula function for joint distribution probability
C_val_1 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_left)-1)*(exp((-1) * eta*u2_left)-1)/(exp((-1) * eta)-1))
C_val_2 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_left)-1)*(exp((-1) * eta*u2_right)-1)/(exp((-1) * eta)-1))
C_val_3 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_right)-1)*(exp((-1) * eta*u2_left)-1)/(exp((-1) * eta)-1))
C_val_4 <- 1/((-1) * eta) * log(1 + (exp((-1) * eta*u1_right)-1)*(exp((-1) * eta*u2_right)-1)/(exp((-1) * eta)-1))
}
if (copula == "Clayton") {
# Copula function for joint distribution probability
C_val_1 <-(u1_left^(-eta)+u2_left^(-eta)-1)^(-1/eta)
C_val_2 <-(u1_left^(-eta)+u2_right^(-eta)-1)^(-1/eta)
C_val_3 <-(u1_right^(-eta)+u2_left^(-eta)-1)^(-1/eta)
C_val_4 <-(u1_right^(-eta)+u2_right^(-eta)-1)^(-1/eta)
}
# Use Copula functions to write each block of likelihood function
term1 <- log(abs(C_val_1 - C_val_2 - C_val_3 + C_val_4))
term1 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 1), term1, 0)
term2 <- log(abs(C_val_1 - C_val_3))
term2 <- ifelse((indata1[,"status"] == 1) & (indata2[,"status"] == 0), term2, 0)
term3 <- log(abs(C_val_1 - C_val_2))
term3 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 1), term3, 0)
term4 <- log(abs(C_val_1))
term4 <- ifelse((indata1[,"status"] == 0) & (indata2[,"status"] == 0), term4, 0)
logL<-(-1)*sum( term1 + term2 + term3 + term4 )
return(logL)
}
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