clayton.copula: Cumulative density function of the Clayton copula

In icensBKL: Accompanion to the Book on Interval Censoring by Bogaerts, Komarek, and Lesaffre

Cumulative density function of the Clayton copula

Description

Cumulative density function of the Clayton copula evaluated at points (u, v) with given parameter exp(beta %*%cov)

Usage

clayton.copula(u, v, beta, cov)

Arguments

u	vector of points in [0,1] representing the first coordinate where the Clayton copula must be evaluated
v	vector of points in [0,1] representing the second coordinate where the Clayton copula must be evaluated
beta	vector of coefficients to be multiplied with the covariates in order to determine the parameter of the Clayton copula
cov	vector of covariates to be multipleid with the coefficients in order to determine the parameter of the Clayton copula

Value

Cumulative density function of the Clayton copula evaluated at points (u,v) with given parameter exp(beta %*%cov)

Note

This is not to be called by the user.

Author(s)

Kris Bogaerts [e-mail]

References

Clayton, D. G. (1978). A model for association in bivariate life-tables and its application in epidemiological studies of familial tendency in chronic disease incidence. Biometrika, 65, 141-151.

icensBKL documentation built on Sept. 19, 2022, 5:06 p.m.