Copula.surv

swMATH41044CRANCopula.survMaRDI QIDQ1354267FDOQ1354267

Analysis of Bivariate Survival Data Based on Copulas

Takeshi Emura

Last update: 25 February 2024

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.2, 1.0, 1.1, 1.3

Official website: https://cran.r-project.org/web/packages/Copula.surv/index.html

Source code repository: https://github.com/cran/Copula.surv

Description

Simulating bivariate survival data from copula models. Estimation of the association parameter in copula models. Two different ways to estimate the association parameter in copula models are implemented. A goodness-of-fit test for a given copula model is implemented. See Emura, Lin and Wang (2010) <doi:10.1016/j.csda.2010.03.013> for details.

Cites work

• A goodness-of-fit test for Archimedean copula models in the presence of right censoring

Cited In (2)

• CopulaRegression
• Multivariate failure time distributions derived from shared frailty and copulas

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