Surrogate (version 3.3.3)

fit_copula_submodel_BinCont: Fit binary-continuous copula submodel

Description

The fit_copula_submodel_BinCont() function fits the copula (sub)model fir a continuous surrogate and binary true endpoint with maximum likelihood.

Usage

fit_copula_submodel_BinCont(
  X,
  Y,
  copula_family,
  marginal_surrogate,
  method = "BFGS"
)

Value

A list with three elements:

• ml_fit: object of class maxLik::maxLik that contains the estimated copula model.

• marginal_S_dist: object of class fitdistrplus::fitdist that represents the marginal surrogate distribution.

• copula_family: string that indicates the copula family

Arguments

X

(numeric) Continuous surrogate variable

Y

(integer) Binary true endpoint variable (\(T_k \, \in \, \{0, 1\}\))

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.

method

Optimization algorithm for maximizing the objective function. For all options, see ?maxLik::maxLik. Defaults to "BFGRS".