Dvine_ICA_confint {Surrogate}

Confidence interval for the ICA given the unidentifiable parameters

Description

Dvine_ICA_confint() computes the confidence interval for the ICA in the D-vine copula model. The unidentifiable parameters are fixed at the user supplied values.

Usage

Dvine_ICA_confint(
  fitted_model,
  alpha,
  copula_par_unid,
  copula_family2,
  rotation_par_unid,
  n_prec,
  mutinfo_estimator = NULL,
  composite,
  B,
  seed
)

Arguments

fitted_model

Returned value from fit_model_SurvSurv(). This object contains the estimated identifiable part of the joint distribution for the potential outcomes.

alpha

(numeric) 1 - alpha is the level of the confidence interval

copula_par_unid

Parameter vector for the sequence of unidentifiable bivariate copulas that define the D-vine copula. The elements of copula_par correspond to (c_{23}, c_{13;2}, c_{24;3}, c_{14;23}).

copula_family2

Copula family of the other bivariate copulas. For the possible options, see loglik_copula_scale(). The elements of copula_family2 correspond to (c_{23}, c_{13;2}, c_{24;3}, c_{14;23}).

rotation_par_unid

Vector of rotation parameters for the sequence of unidentifiable bivariate copulas that define the D-vine copula. The elements of rotation_par correspond to (c_{23}, c_{13;2}, c_{24;3}, c_{14;23}).

n_prec

Number of Monte Carlo samples for the computation of the mutual information.

mutinfo_estimator

Function that estimates the mutual information between the first two arguments which are numeric vectors. Defaults to FNN::mutinfo() with default arguments. @param plot_deltas (logical) Plot the sampled individual treatment effects?

composite

(boolean) If composite is TRUE, then the surrogate endpoint is a composite of both a "pure" surrogate endpoint and the true endpoint, e.g., progression-free survival is the minimum of time-to-progression and time-to-death.

B

Number of bootstrap replications

seed

Seed for Monte Carlo sampling. This seed does not affect the global environment.

Value

(numeric) Vector with the limits of the two-sided 1 - alpha confidence interval.