Copula.surv-package {Copula.surv}R Documentation

Association Analysis of Bivariate Survival Data Based on Copulas

Description

Perform association analysis of bivariate survival data based on 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. A more general reference for the analysis of bivariate survival data is Emura, Matsui, and Rondeau (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


[Package Copula.surv version 1.1 Index]