Simulate from the Clayton-Oakes frailty model

Simulate observations from the Clayton-Oakes copula model with piecewise constant marginals.

simClaytonOakes(
  K,
  n,
  eta,
  beta,
  stoptime,
  lam = 1,
  left = 0,
  pairleft = 0,
  trunc.prob = 0.5,
  same = 0
)

Arguments

K

Number of clusters

n

Number of observations in each cluster

eta

variance

beta

Effect (log hazard ratio) of covariate

stoptime

Stopping time

lam

constant hazard

left

Left truncation

pairleft

pairwise (1) left truncation or individual (0)

trunc.prob

Truncation probability

same

if 1 then left-truncation is same also for univariate truncation

Author

Thomas Scheike and Klaus K. Holst