MannWhitneyCopula (version 0.1.1)

MW.comp: Parametric calculation for the Mann-Whitney effect under survival copula models

Description

MW.comp provides a parametric estimator for the Mann-Whitney effect under the parametric survival functions and copulas. See Nakazono, et al.(2024) for details.

Usage

MW.comp(
copula = c("clayton", "gumbel", "frank", "fgm", "gb"),
copula.param = 1,
s1 = c("exponential", "weibull", "gamma", "log-normal", "burr3"),
S1.param,
s2 = c("exponential", "weibull", "gamma", "log-normal", "burr3"),
S2.param
)

Value

estimate of the Mann-Whitney effect.

Arguments

copula

copula family. Available options include; "clayton", "gumbel", "frank", "fgm", "gb".

copula.param

the copula parameter.

s1

a parametric survival function for S1. Available options include; "exponential", "weibull", "gamma", "log-normal", "burr3".

S1.param

the distribution parameter for S1.

s2

a parametric survival function for S2. Available options include; "exponential", "weibull", "gamma", "log-normal", "burr3".

S2.param

the distribution parameter for S2.

Details

copula.param is restricted as below:

• "clayton"; copula.param >= 0

• "gumbel"; copula.param >= 0

• "frank"; -Inf < copula.param < Inf

• "fgm"; -1 =< copula.param =< 1

• "gb"; -1 =< copula.param =< 1

References

Nakazono, K., Lin, Y. C., Liao, G. Y., Uozumi, R., & Emura, T. (2024). Computation of the Mann–Whitney effect under parametric survival copula models. Mathematics, 12(10), 1453.

Examples

# Under the exponential survival functions and Clayton copula
MW.comp(
  copula = "clayton",
  copula.param = 1,
  s1 = "exponential",
  S1.param = 1,
  s2 = "exponential",
  S2.param = 2
)