fit_copula_submodel_OrdCont {Surrogate}R Documentation

Fit ordinal-continuous copula submodel

Description

The fit_copula_submodel_OrdCont() function fits the copula (sub)model for a continuous surrogate and an ordinal true endpoint with maximum likelihood.

Usage

fit_copula_submodel_OrdCont(
  X,
  Y,
  copula_family,
  marginal_Y,
  start_Y,
  start_copula,
  method = "BFGS",
  K,
  names_XY = c("Surr", "True"),
  twostep = FALSE,
  ...
)

Arguments

X

First variable (Ordinal with K categories)

Y

Second variable (Continuous)

copula_family

Copula family, one of the following:

  • "clayton"

  • "frank"

  • "gumbel"

  • "gaussian"

marginal_Y

List with the following five elements (in order):

  • Density function with first argument x and second argument para the parameter vector for this distribution.

  • Distribution function with first argument x and second argument para.

  • Inverse distribution function with first argument p and second argument para.

  • The number of elements in para.

  • Starting values for para.

start_Y

Starting values for the marginal distribution paramters for Y.

start_copula

Starting value for the copula parameter.

method

Optimization algorithm for maximizing the objective function. For all options, see ?maxLik::maxLik. Defaults to "BFGS".

K

Number of categories in X.

names_XY

Names for X and Y, respectively.

twostep

(boolean) If TRUE, the starting values are fixed for the marginal distributions and only the copula parameter is estimated.

...

Extra argument to pass onto maxLik::maxLik

Value

A list with five elements:

See Also

ordinal_continuous_loglik()


[Package Surrogate version 3.4.1 Index]