BiCopPar2iAUC: iAUC value of a bivariate copula

In elong0527/simuCPP: Simulate Concordance Probability, AUC and Time-Dependent AUC Based on Copula

Description

This function computes the theoretical AUC value of a bivariate copula for given parameter values.

Usage

BiCopPar2iAUC(
  family,
  par,
  par2 = 0,
  show_AUC = T,
  c0_length = 50,
  weight = NULL,
  q_density = NULL,
  d_density = NULL,
  type = "cumulative"
)

Arguments

family	copula family. check BiCopPar2Tau for detail.
par	Copula parameter.
par2	Second parameter for the two parameter BB1, BB6, BB7 and BB8 copulas (default: par2 = 0).
show_AUC	display time depednent AUC (default: TRUE)
c0_length	length of cutoff points
weight	weight of time dependent AUC
q_density	marginal quantile function of Time distribution
d_density	marginal PDF of Time distribution
type	type is cumulative or incidence

Examples

#BiCopPar2iAUC( family = 3, par = 1)

elong0527/simuCPP documentation built on March 29, 2021, 10:03 a.m.