The following R code fits a bivariate (Archimedean or elliptical) copula to data where one of the variables contains censored observations. The censored observations can be left, right or interval censored.

*Two-stage parametric ML method*

The copula is fitted using the two-stage parametric ML approach (also referred to as the Inference Functions for Margins [IFM] method). This method fits a copula in two steps:

- Estimate the parameters of the marginals
- Fix the marginal parameters to the values estimated in first step, and subsequently estimate the copula parameters.

Continue reading R code for fitting a copula to censored data