Analysis of Bivariate Survival Data Based on Copulas

Simulating bivariate survival data from various copula models. Estimating bivariate copula models with semiparametric or Weibull margins under various copulas. Two different ways to estimate the association parameter in copula models are implemented. A goodness-of-fit test for the Gumbel and Clayton copulas is also implemented for semiparametric models. See Emura, Lin and Wang (2010) for details.


Reference manual

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install.packages("Copula.surv")

3.1 by Takeshi Emura, 5 months ago


Browse source code at https://github.com/cran/Copula.surv


Authors: Takeshi Emura [aut, cre]


Documentation:   PDF Manual  


GPL-2 license


Depends on MASS


See at CRAN