VEM: Compute the NPMLE of p via the Vertex Exchange Method.

In Icens: NPMLE for Censored and Truncated Data

Description

The Vertex Exchange Method is used to obtain the NPMLE of p.

Usage

VEM(A, pvec, maxiter=500, tol=1e-07, tolbis=1e-07, keepiter=FALSE)

Arguments

A	The m by n incidence matrix or the n by 2 matrix of intervals.
pvec	The initial estimate for the probability vector.
maxiter	The maximum number of iterations allowed.
tol	The tolerance used to determine convergence.
tolbis	The tolerance used in the bisection stage of the algorithm.
keepiter	Should iteration information be retained and returned.

Details

Lots.

Value

An object of class icsurv with the following components.

pf	The NPMLE of the probability vector.
numiter	The number of iterations used.
lval	The value of the logarithm of the likelihood at the NPMLE.
converge	Boolean stating whether the iteration converged.
intmap	If present it contains the real representations for the maximal cliques. These are the intervals (on the real line) where the mass in pf is placed.

Author(s)

Robert Gentleman and Alain Vandal

References

A Vertex-exchange-method in $D$-optimal Design Theory , D. Bohning, Metrika, 1986.

See Also

EM, ISDM, EMICM, PGM

Examples

    data(cosmesis)
    csub1 <- subset(cosmesis, subset=Trt==0, select=c(L,R))
    VEM(csub1)
    data(pruitt)
    VEM(pruitt)

Icens documentation built on Nov. 8, 2020, 8:12 p.m.