EstContinuous {CopulaGAMM} | R Documentation |

This function computes the estimation of a copula-based 2-level hierarchical model.

```
EstContinuous(
y,
model,
family,
rot = 0,
clu,
xc = NULL,
xm = NULL,
start,
LB,
UB,
nq = 31,
dfM = NULL,
dfC = NULL,
prediction = TRUE
)
```

`y` |
n x 1 vector of response variable (assumed continuous). |

`model` |
function for margins: "gaussian" (normal), "t" (Student with known df=dfM), laplace" , "exponential", "weibull". |

`family` |
copula family: "gaussian" , "t" , "clayton" , "frank" , "fgm", "gumbel". |

`rot` |
rotation: 0 (default), 90, 180 (survival), or 270 |

`clu` |
variable of size n defining the clusters; can be a factor |

`xc` |
covariates of size n for the estimation of the copula, in addition to the constant; default is NULL. |

`xm` |
covariates of size n for the estimation of the mean of the margin, in addition to the constant; default is NULL. |

`start` |
starting point for the estimation; could be the ones associated with a Gaussian-copula model defined by lmer. |

`LB` |
lower bound for the parameters. |

`UB` |
upper bound for the parameters. |

`nq` |
number of nodes and weighted for Gaussian quadrature of the product of conditional copulas; default is 25. |

`dfM` |
degrees of freedom for a Student margin; default is 0 for non-t distribution, |

`dfC` |
degrees of freedom for a Student margin; default is 5. |

`prediction` |
logical variable for prediction of latent variables V; default is TRUE. |

`coefficients` |
Estimated parameters |

`sd` |
Standard deviations of the estimated parameters |

`tstat` |
T statistics for the estimated parameters |

`pval` |
P-values of the t statistics for the estimated parameters |

`gradient` |
Gradient of the log-likelihood |

`loglik` |
Log-likelihood |

`aic` |
AIC coefficient |

`bic` |
BIC coefficient |

`cov` |
Covariance matrix of the estimations |

`grd` |
Gradients by clusters |

`clu` |
Cluster values |

`Matxc` |
Matrix of covariates defining the copula parameters, including a constant |

`Matxm` |
Matrix of covariates defining the margin parameters, including a constant |

`V` |
Estimated value of the latent variable by clusters (if prediction=TRUE) |

`cluster` |
Unique values of clusters |

`family` |
Copula family |

`tau` |
Kendall's tau by observation |

`thC0` |
Estimated parameters of the copula by observation |

`thF` |
Estimated parameters of the margins by observation |

`pcond` |
Conditional copula cdf |

`fcpdf` |
Margin functions (cdf and pdf) |

`dfM` |
Degrees of freedom for Student margin (default is NULL) |

`dfC` |
Degrees of freedom for the Student copula (default is NULL) |

Pavel Krupskii, Bouchra R. Nasri and Bruno N. Remillard

Krupskii, Nasri & Remillard (2023). On factor copula-based mixed regression models

```
data(normal) #simulated data with normal margins
start=c(0,0,0,1); LB=c(rep(-10,3),0.001);UB=c(rep(10,3),10)
y=normal$y; clu=normal$clu;xm=normal$xm
out=EstContinuous(y,model="gaussian",family="clayton",rot=90,clu=clu,xm=xm,start=start,LB=LB,UB=UB)
```

[Package *CopulaGAMM* version 0.3.0 Index]