fit_copula_submodel_ContCont {Surrogate} | R Documentation |
Fit ordinal-continuous copula submodel
Description
The fit_copula_submodel_ContCont()
function fits the copula (sub)model for
a continuous surrogate and true endpoint with maximum likelihood.
Usage
fit_copula_submodel_ContCont(
X,
Y,
copula_family,
marginal_X,
marginal_Y,
start_X,
start_Y,
start_copula,
method = "BFGS",
names_XY = c("Surr", "True"),
twostep = FALSE,
copula_transform = function(x) x,
...
)
Arguments
X |
First variable (Continuous) |
Y |
Second variable (Continuous) |
copula_family |
Copula family, one of the following:
|
marginal_X , marginal_Y |
List with the following three elements (in order):
|
start_X , start_Y |
Starting values corresponding to |
start_copula |
Starting value for the copula parameter. |
method |
Optimization algorithm for maximizing the objective function.
For all options, see |
names_XY |
Names for |
twostep |
(boolean) If |
copula_transform |
Used for reparameterizing the copula parameter.
|
... |
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
See Also
continuous_continuous_loglik()