binary_continuous_loglik {Surrogate}

Loglikelihood function for binary-continuous copula model

Description

Loglikelihood function for binary-continuous copula model

Usage

binary_continuous_loglik(para, X, Y, copula_family, marginal_surrogate)

Arguments

para

Parameter vector. The parameters are ordered as follows:

• para[1]: mean parameter for latent true endpoint distribution

• para[2:p]: Parameters for surrogate distribution, more details in ?Surrogate::cdf_fun for the specific implementations.

• para[p + 1]: copula parameter

X

First variable (continuous)

Y

Second variable (binary, $0$ or $1$)

copula_family

Copula family, one of the following:

• "clayton"

• "frank"

• "gumbel"

• "gaussian"

marginal_surrogate

Marginal distribution for the surrogate. For all available options, see ?Surrogate::cdf_fun.

Value

(numeric) loglikelihood value evaluated in para.