public void CreateLink(Document doc, FamilyInstance fi1, FamilyInstance fi2)
{
    FilteredElementCollector hubCollector = new FilteredElementCollector(doc);
    hubCollector.OfClass(typeof(Hub));  //Get all hubs
    ICollection<Element> allHubs = hubCollector.ToElements();
    FilteredElementCollector linktypeCollector = new FilteredElementCollector(doc);
    linktypeCollector.OfClass(typeof(AnalyticalLinkType));
    ElementId firstLinkType = linktypeCollector.ToElementIds().First();  //Get the first analytical link type.  

    // Get hub Ids from two selected family instance items
    ElementId startHubId = GetHub(fi1.GetAnalyticalModel().Id, allHubs); 
    ElementId endHubId = GetHub(fi2.GetAnalyticalModel().Id, allHubs);  

    Transaction tran = new Transaction(doc, "Create Link");
    tran.Start();
    //Create a link between these two hubs.
    AnalyticalLink createdLink = AnalyticalLink.Create(doc, firstLinkType, startHubId, endHubId);  
    tran.Commit();
}

//Get the first Hub on a given AnalyticalModel element
private ElementId GetHub(ElementId hostId, ICollection<Element> allHubs)
{
    foreach (Element ehub in allHubs)
    {
        Hub hub = ehub as Hub;
        ConnectorManager manager = hub.GetHubConnectorManager();
        ConnectorSet connectors = manager.Connectors;
        foreach (Connector connector in connectors)
        {
            ConnectorSet refConnectors = connector.AllRefs;
            foreach (Connector refConnector in refConnectors)
            {
                if (refConnector.Owner.Id == hostId)
                {
                    return hub.Id;
                }
            }
        }
    }
    return ElementId.InvalidElementId;
}

Public Sub CreateLink(doc As Document, fi1 As FamilyInstance, fi2 As FamilyInstance)
    Dim hubCollector As New FilteredElementCollector(doc)
    hubCollector.OfClass(GetType(Hub))
    'Get all hubs
    Dim allHubs As ICollection(Of Element) = hubCollector.ToElements()
    Dim linktypeCollector As New FilteredElementCollector(doc)
    linktypeCollector.OfClass(GetType(AnalyticalLinkType))
    Dim firstLinkType As ElementId = linktypeCollector.ToElementIds().First()
    'Get the first analytical link type.  
    ' Get hub Ids from two selected family instance items
    Dim startHubId As ElementId = GetHub(fi1.GetAnalyticalModel().Id, allHubs)
    Dim endHubId As ElementId = GetHub(fi2.GetAnalyticalModel().Id, allHubs)

    Dim tran As New Transaction(doc, "Create Link")
    tran.Start()
    'Create a link between these two hubs.
    Dim createdLink As AnalyticalLink = AnalyticalLink.Create(doc, firstLinkType, startHubId, endHubId)
    tran.Commit()
End Sub

'Get the first Hub on a given AnalyticalModel element
Private Function GetHub(hostId As ElementId, allHubs As ICollection(Of Element)) As ElementId
    For Each ehub As Element In allHubs
        Dim hub As Hub = TryCast(ehub, Hub)
        Dim manager As ConnectorManager = hub.GetHubConnectorManager()
        Dim connectors As ConnectorSet = manager.Connectors
        For Each connector As Connector In connectors
            Dim refConnectors As ConnectorSet = connector.AllRefs
            For Each refConnector As Connector In refConnectors
                If refConnector.Owner.Id = hostId Then
                    Return hub.Id
                End If
            Next
        Next
    Next
    Return ElementId.InvalidElementId
End Function