Surrogate (version 3.3.3)

compute_ICA_OrdOrd: Compute Individual Causal Association for a given D-vine copula model in the Ordinal-Ordinal Setting

Description

The compute_ICA_OrdOrd() function computes the individual causal association for a fully identified D-vine copula model in the setting with an ordinal surrogate and true endpoint.

Usage

compute_ICA_OrdOrd(
  copula_par,
  rotation_par,
  copula_family1,
  copula_family2 = copula_family1,
  n_prec,
  q_S0,
  q_T0,
  q_S1,
  q_T1,
  marginal_sp_rho = TRUE,
  seed = 1,
  ICA_estimator = NULL
)

Value

(numeric) A Named vector with the following elements:

• ICA

• Spearman's rho, ${\rho }_s(\mathrm{\Delta }S,\mathrm{\Delta }T)$ (if asked)

• Marginal association parameters in terms of Spearman's rho (if asked): $${\rho }_s(T_0,S_0),{\rho }_s(T_0,S_1),{\rho }_s(T_0,T_1),{\rho }_s(S_0,S_1),{\rho }_s(S_0,T_1),{\rho }_s(S_1,T_1)$$

Arguments

copula_par

Parameter vector for the sequence of bivariate copulas that define the D-vine copula. The elements of copula_par correspond to $(c_{12},c_{23},c_{34},c_{13;2},c_{24;3},c_{14;23})$.

rotation_par

Vector of rotation parameters for the sequence of bivariate copulas that define the D-vine copula. The elements of rotation_par correspond to $(c_{12},c_{23},c_{34},c_{13;2},c_{24;3},c_{14;23})$.

copula_family1

Copula family of $c_{12}$ and $c_{34}$. For the possible options, see loglik_copula_scale(). The elements of copula_family correspond to $(c_{12},c_{34})$.

copula_family2

Copula family of the other bivariate copulas. For the possible options, see loglik_copula_scale(). The elements of copula_family2 correspond to $(c_{23},c_{13;2},c_{24;3},c_{14;23})$.

n_prec

Number of Monte Carlo samples for the computation of the mutual information.

q_S0

Quantile function for the distribution of $S_0$.

q_T0

Quantile function for the distribution of $T_0$.

q_S1

Quantile function for the distribution of $S_1$.

q_T1

Quantile function for the distribution of $T_1$.

marginal_sp_rho

(boolean) Compute the sample Spearman correlation matrix? Defaults to TRUE.

seed

Seed for Monte Carlo sampling. This seed does not affect the global environment.

ICA_estimator

Function that estimates the ICA between the first two arguments which are numeric vectors. Defaults to NULL which corresponds to using estimate_ICA_OrdOrd().