gaussian_loglik_copula_scale: Loglikelihood on the Copula Scale for the Gaussian Copula

In Surrogate: Evaluation of Surrogate Endpoints in Clinical Trials

Loglikelihood on the Copula Scale for the Gaussian Copula

Description

gaussian_loglik_copula_scale() computes the loglikelihood on the copula scale for the Gaussian copula which is parameterized by theta as follows:

C(u, v) = \Psi \left[ \Phi^{-1} (u), \Phi^{-1} (v) | \rho \right]

Usage

gaussian_loglik_copula_scale(theta, u, v, d1, d2)

Arguments

theta	Copula parameter
u	A numeric vector. Corresponds to first variable on the copula scale.
v	A numeric vector. Corresponds to second variable on the copula scale.
d1	An integer vector. Indicates whether first variable is observed or right-censored, d1[i] = 1 if u[i] corresponds to non-censored value d1[i] = 0 if u[i] corresponds to right-censored value d1[i] = -1 if u[i] corresponds to left-censored value
d2	An integer vector. Indicates whether first variable is observed or right-censored, d2[i] = 1 if v[i] corresponds to non-censored value d2[i] = 0 if v[i] corresponds to right-censored value d2[i] = -1 if v[i] corresponds to left-censored value

Value

Value of the copula loglikelihood evaluated in theta.

Surrogate documentation built on June 22, 2024, 9:16 a.m.