dvinesim: Simulation from a (truncated) quadrivariate D-vine copula

In CopulaREMADA: Copula Mixed Models for Multivariate Meta-Analysis of Diagnostic Test Accuracy Studies

Simulation from a (truncated) quadrivariate D-vine copula

Description

Simulation from a (truncated) quadrivariate D-vine copula. Lower-order trees (if any) are composed with BVN copulas.

Usage

dvinesim(nsim,param,qcond1,pcond1,tau2par1,qcond2,pcond2,tau2par2)
dtrvinesim(nsim,trparam,qcond1,pcond1,tau2par1,qcond2,pcond2,tau2par2)

Arguments

nsim	sample size
param	Kendall's tau values for margins (1,2), (2,3), (3,4), (1,3|2), (2,4|3), (1,4|23)
trparam	Kendall's tau values for margins (1,2), (2,3), (3,4)
qcond1	function for the inverse conditional copula cdf at the (1,2) and (3,4) bivariate margins
pcond1	function for the conditional copula cdf at the (1,2) and and (3,4) bivariate margins
tau2par1	function for maping Kendall's tau at the (1,2) and (3,4) bivariate margins to copula parameter
qcond2	function for the inverse conditional copula cdf at the (2,3) bivariate margin
pcond2	function for the conditional copula cdf at the (2,3) bivariate margin
tau2par2	function for maping Kendall's tau at the (2,3) bivariate margin to copula parameter

Details

Choices are 'cop' in rcop are bvn, frk, cln, cln90 (rotated by 90 degrees cln), cln180 (rotated by 180 degrees cln), cln270 (rotated by 270 degrees cln).

See help page for dcop for the abbreviations of the copula names.

Value

Nx4 matrix with values in (0,1)

References

Joe H (2011) Dependence comparisons of vine copulae with four or more variables. In: Kurowicka D, Joe H, editors. Dependence Modeling: Handbook on Vine Copulae. Singapore: World Scientific; 2011. p. 139–164

Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.

Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.

Nikoloulopoulos, A.K. (2018) A D-vine copula mixed model for joint meta-analysis and comparison of diagnostic tests. Statistical Methods in Medical Research, in press. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1177/0962280218796685")}.

Nikoloulopoulos, A.K. (2018) A multinomial quadrivariate D-vine copula mixed model for diagnostic studies meta-analysis accounting for non-evaluable subjects. ArXiv e-prints, arXiv:1812.05915. https://arxiv.org/abs/1812.05915.

See Also

qcondcop dcop rcop

CopulaREMADA documentation built on Oct. 18, 2024, 1:08 a.m.