Analysis of Bivariate Survival Data Based on Copulas

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Documentation for package ‘Copula.surv’ version 1.2

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Copula.surv-package Analysis of Bivariate Survival Data
Copula.surv Analysis of Bivariate Survival Data
simu.BB1 Simulating data from the BB1 copula
simu.Clayton Simulating data from the Clayton copula
simu.FGM Simulating data from the FGM copula
simu.Frank Simulating data from the Frank copula
simu.Gumbel Simulating data from the Gumbel copula
Test.Clayton A goodness-of-fit test for the Clayton copula
Test.Gumbel A goodness-of-fit test for the Gumbel copula
U1.Clayton Estimation of an association parameter via the pseudo-likelihood
U1.Gumbel Estimation of an association parameter via the unweighted estimator
U2.Clayton Estimation of an association parameter via the unweighted estimator
U2.Gumbel Estimation of an association parameter via the pseudo-likelihood