GFGM.copula (version 1.0.4)

Generalized Farlie-Gumbel-Morgenstern Copula

Description

Compute bivariate dependence measures and perform bivariate competing risks analysis under the generalized Farlie-Gumbel-Morgenstern (FGM) copula. See Shih and Emura (2018) and Shih and Emura (2019) for details.

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Version

Install

install.packages('GFGM.copula')

Monthly Downloads

165

Version

1.0.4

License

GPL-2

Maintainer

Jia-Han Shih

Last Published

December 11th, 2019

Functions in GFGM.copula (1.0.4)

Dependence.GFGM

Bivariate dependence measures under the generalized FGM copula

GFGM.BurrIII

Generate samples from the generalized FGM copula with the Burr III margins

Sdist.GFGM.spline

Sub-distribution functions under the generalized FGM copula with the marginal distributions approximated by splines

GFGM.copula-package

GFGM.copula

MLE.GFGM.BurrIII

Maximum likelihood estimation for bivariate dependent competing risks data under the generalized FGM copula with the Burr III margins

Sdist.GFGM.BurrIII

Sub-distribution functions under the generalized FGM copula with the Burr III margins

CvM.GFGM.BurrIII

The Cramer-von Mises type statistics under the generalized FGM copula

MLE.GFGM.spline

Maximum likelihood estimation for bivariate dependent competing risks data under the generalized FGM copula with the marginal distributions approximated by splines