From: Copula based prediction models: an application to an aortic regurgitation study
Step | Clayton | Gumbel | Frank |
---|---|---|---|
B: θ | 2τ /(1-τ) | 1/(1-τ) | No closed form |
C:φ(t) | (t -θ-1)/θ | (-ln t)θ |
|
D:φ '(t) | -θ·t -θ-1 | -θ(ln t)θ -1/t | θ /(1-e tθ) |
E:φ -1(t) | (1 + t)-1/θ | exp((-t)t/θ) |
|
F:K c | t - ((t 1+θ- t)/θ) | t -(tln t/θ) |
|
G:K -1 c | No closed form | No closed form | No closed form |
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