loglik_copula_scale: Loglikelihood on the Copula Scale

In Surrogate: Evaluation of Surrogate Endpoints in Clinical Trials

Loglikelihood on the Copula Scale

Description

loglik_copula_scale() computes the loglikelihood on the copula scale for possibly right-censored data.

Usage

loglik_copula_scale(theta, u, v, d1, d2, copula_family)

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
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().

Value

Value of the copula loglikelihood evaluated in theta.

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