| Copula.surv-package {Copula.surv} | R Documentation |
Analysis of Bivariate Survival Data
Description
Simulating bivariate survival data from copula models (Emura et al. 2019). Estimation of the association parameter in copula models. Two different ways to estimate the association parameter in copula models are implemented. A goodness-of-fit test for a given copula model is implemented. See Emura, Lin and Wang (2010) <doi:10.1016/j.csda.2010.03.013> for details. Also, Weibull regression is implemented (Section 2.6.3 of Emura et al. (2019)).
Details
Details are seen from the references.
Author(s)
Takeshi Emura Maintainer: Takeshi Emura <takeshiemura@gmail.com>
References
Emura T, Lin CW, Wang W (2010) A goodness-of-fit test for Archimedean copula models in the presence of right censoring, Compt Stat Data Anal 54: 3033-43
Emura T, Matsui S, Rondeau V (2019), Survival Analysis with Correlated Endpoints, Joint Frailty-Copula Models, JSS Research Series in Statistics, Springer