fit_copula_submodel_OrdOrd {Surrogate} | R Documentation |
Fit ordinal-continuous copula submodel
Description
The fit_copula_submodel_OrdOrd()
function fits the copula (sub)model for an
ordinal surrogate and true endpoint with maximum likelihood.
Usage
fit_copula_submodel_OrdOrd(
X,
Y,
copula_family,
start_copula,
method = "BFGS",
K_X,
K_Y,
names_XY = c("Surr", "True"),
twostep = FALSE,
...
)
Arguments
X |
First variable (Ordinal with |
Y |
Second variable (Ordinal with |
copula_family |
Copula family, one of the following:
|
start_copula |
Starting value for the copula parameter. |
method |
Optimization algorithm for maximizing the objective function.
For all options, see |
K_X |
Number of categories in |
K_Y |
Number of categories in |
names_XY |
Names for |
twostep |
(boolean) If |
... |
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
andY
names_XY: The names (i.e.,
"Surr"
and"True"
) forX
andY