frank_loglik_copula_scale {Surrogate} | R Documentation |
Loglikelihood on the Copula Scale for the Frank Copula
Description
frank_loglik_copula_scale()
computes the loglikelihood on the copula
scale for the Frank copula which is parameterized by theta
as follows:
C(u, v) = - \frac{1}{\theta} \log \left[ 1 - \frac{(1 - e^{-\theta u})(1 - e^{-\theta v})}{1 - e^{-\theta}} \right]
Usage
frank_loglik_copula_scale(theta, u, v, d1, d2)
Arguments
theta |
Copula parameter |
u |
A numeric vector. Corresponds to first variable on the copula scale. |
v |
A numeric vector. Corresponds to second variable on the copula scale. |
d1 |
An integer vector. Indicates whether first variable is observed or right-censored,
|
d2 |
An integer vector. Indicates whether first variable is observed or right-censored,
|
Value
Value of the copula loglikelihood evaluated in theta
.