loglik_copula_scale {Surrogate}

Loglikelihood on the Copula Scale

Description

loglik_copula_scale() computes the loglikelihood on the copula scale for possibly right-censored data.

Usage

loglik_copula_scale(theta, u, v, d1, d2, copula_family, r = 0L)

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,

• d1[i] = 1 if u[i] corresponds to non-censored value

• d1[i] = 0 if u[i] corresponds to right-censored value

• d1[i] = -1 if u[i] corresponds to left-censored value

d2

An integer vector. Indicates whether first variable is observed or right-censored,

• d2[i] = 1 if v[i] corresponds to non-censored value

• d2[i] = 0 if v[i] corresponds to right-censored value

• d2[i] = -1 if v[i] corresponds to left-censored value

copula_family

Copula family, one of the following:

• "clayton"

• "frank"

• "gumbel"

• "gaussian"

r

rotation parameter. Should be 0L, 90L, 180L, or 270L.

The parameterization of the respective copula families can be found in the help files of the dedicated functions named copula_loglik_copula_scale().

Value

Value of the copula loglikelihood evaluated in theta.