Sdist.GFGM.spline {GFGM.copula} | R Documentation |
Sub-distribution functions under the generalized FGM copula with the marginal distributions approximated by splines
Description
Sub-distribution functions under the generalized FGM copula with the marginal distributions approximated by splines.
Usage
Sdist.GFGM.spline(time, g1, g2, tmin, tmax, p, q, theta)
Arguments
time |
Vector of times. |
g1 |
Splines coefficients for the failure cause 1. |
g2 |
Splines coefficients for the failure cause 2. |
tmin |
Lower bound of times. |
tmax |
upper bound of times. |
p |
Copula parameter that greater than or equal to 1. |
q |
Copula parameter that greater than 1 (integer). |
theta |
Copula parameter with restricted range. |
Details
The splines coefficients g1
and g2
are usually computed by MLE.GFGM.spline
.
The copula parameter q
is restricted to be a integer due to the binominal theorem.
The admissible range of theta
is given in Dependence.GFGM
.
Value
time |
Failure times |
Sdist.1 |
Probability of an object fails due to the failure cause 1. |
Sdist.2 |
Probability of an object fails due to the failure cause 2. |
References
Shih J-H, Emura T (2018) Likelihood-based inference for bivariate latent failure time models with competing risks udner the generalized FGM copula, Computational Statistics, 33:1293-1323.
Shih J-H, Emura T (2019) Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula, Statistical Papers, 60:1101-1118.
See Also
MLE.GFGM.spline
, Dependence.GFGM
Examples
library(GFGM.copula)
Sdist.GFGM.spline(seq(1,5,1),rep(0.1,5),rep(0.1,5),1,5,3,2,0.75)