fit_copula_submodel_BinCont: Fit binary-continuous copula submodel

In Surrogate: Evaluation of Surrogate Endpoints in Clinical Trials

Fit binary-continuous copula submodel

Description

The fit_copula_submodel_BinCont() function fits the copula (sub)model fir a continuous surrogate and binary true endpoint with maximum likelihood.

Usage

fit_copula_submodel_BinCont(
  X,
  Y,
  copula_family,
  marginal_surrogate,
  method = "BFGS"
)

Arguments

X	(numeric) Continuous surrogate variable
Y	(integer) Binary true endpoint variable (T_k \, \in \, \{0, 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.
method	Optimization algorithm for maximizing the objective function. For all options, see ?maxLik::maxLik. Defaults to "BFGRS".

Value

A list with three elements:

• ml_fit: object of class maxLik::maxLik that contains the estimated copula model.

• marginal_S_dist: object of class fitdistrplus::fitdist that represents the marginal surrogate distribution.

• copula_family: string that indicates the copula family

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