binary_continuous_loglik: Loglikelihood function for binary-continuous copula model

View source: R/fit_model_BinCont_copula.R

binary_continuous_loglikR Documentation

Loglikelihood function for binary-continuous copula model

Description

Loglikelihood function for binary-continuous copula model

Usage

binary_continuous_loglik(para, X, Y, copula_family, marginal_surrogate)

Arguments

para

Parameter vector. The parameters are ordered as follows:

  • para[1]: mean parameter for latent true endpoint distribution

  • para[2:p]: Parameters for surrogate distribution, more details in ?Surrogate::cdf_fun for the specific implementations.

  • para[p + 1]: copula parameter

X

First variable (continuous)

Y

Second variable (binary, $0$ or $1$)

copula_family

Copula family, one of the following:

  • "clayton"

  • "frank"

  • "gumbel"

  • "gaussian"

    The parameterization of the respective copula families can be found in the help files of the dedicated functions named copula_loglik_copula_scale().

marginal_surrogate

Marginal distribution for the surrogate. For all available options, see ?Surrogate::cdf_fun.

Value

(numeric) loglikelihood value evaluated in para.


Surrogate documentation built on Sept. 25, 2023, 5:07 p.m.