loglik_copula_scale {Surrogate} | R Documentation |
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,
|
d2 |
An integer vector. Indicates whether first variable is observed or right-censored,
|
copula_family |
Copula family, one of the following:
|
r |
rotation parameter. Should be The parameterization of the respective copula families can be found in the
help files of the dedicated functions named |
Value
Value of the copula loglikelihood evaluated in theta
.