fit_copula_submodel_ContCont: Fit ordinal-continuous copula submodel

In Surrogate: Evaluation of Surrogate Endpoints in Clinical Trials

Fit ordinal-continuous copula submodel

Description

The fit_copula_submodel_ContCont() function fits the copula (sub)model for a continuous surrogate and true endpoint with maximum likelihood.

Usage

fit_copula_submodel_ContCont(
  X,
  Y,
  copula_family,
  marginal_X,
  marginal_Y,
  start_X,
  start_Y,
  start_copula,
  method = "BFGS",
  names_XY = c("Surr", "True"),
  twostep = FALSE,
  copula_transform = function(x) x,
  ...
)

Arguments

X	First variable (Continuous)
Y	Second variable (Continuous)
copula_family	Copula family, one of the following: "clayton" "frank" "gumbel" "gaussian"
marginal_X, marginal_Y	List with the following three elements (in order): Density function with first argument x and second argument para the parameter vector for this distribution. Distribution function with first argument x and second argument para the parameter vector for this distribution. Inverse distribution function with first argument p and second argument para the parameter vector for this distribution. The number of elements in para. A vector of starting values for para.
start_X, start_Y	Starting values corresponding to marginal_X and marginal_Y.
start_copula	Starting value for the copula parameter.
method	Optimization algorithm for maximizing the objective function. For all options, see ?maxLik::maxLik. Defaults to "BFGS".
names_XY	Names for X and Y, respectively.
twostep	(boolean) If TRUE, the starting values are fixed for the marginal distributions and only the copula parameter is estimated.
copula_transform	Used for reparameterizing the copula parameter. copula_transform() backtransforms the transformed copula parameter to the original scale. Note that start_copula should be specified on the transformed scale.
...	Extra argument to pass onto maxLik::maxLik

Value

A list with five elements:

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

• marginal_X: list with the estimated cdf, pdf/pmf, and inverse cdf for X.

• marginal_Y: list with the estimated cdf, pdf/pmf, and inverse cdf for X.

• copula_family: string that indicates the copula family

• data: data frame containing X and Y

• names_XY: The names (i.e., "Surr" and "True") for X and Y

See Also

continuous_continuous_loglik()

Surrogate documentation built on April 11, 2025, 6:09 p.m.