Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/efron.petrosian.R
This function computes the NPMLE for the cumulative distribution function of X
observed under one-sided (right or left) and two-sided (double) truncation.
It provides simple bootstrap pointwise confidence limits too.
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X |
Numeric vector with the values of the target variable. |
U |
Numeric vector with the values of the left truncation variable. If there are no truncation values from the left, put |
V |
Numeric vector with the values of the right truncation variable. If there are no truncation values from the right, put |
wt |
Numeric vector of non-negative initial solution, with the same length as |
error |
Numeric value. Maximum pointwise error when estimating the density associated to X (f) in two consecutive steps. If this is missing, it is $1e-06$. |
nmaxit |
Numeric value. Maximum number of iterations. If this is missing, it is set to |
boot |
Logical. If TRUE (default), the simple bootstrap method is applied to lifetime distribution estimation. Pointwise confidence bands are provided. |
B |
Numeric value. Number of bootstrap resamples . The default |
alpha |
Numeric value. (1- |
display.F |
Logical. Default is FALSE. If TRUE, the estimated cumulative distribution function associated to |
display.S |
Logical. Default is FALSE. If TRUE, the estimated survival function associated to |
The NPMLE for the cumulative distribution function is computed by the first algorithm proposed in Efron and Petrosian (1999). This is an iterative algorithm which converges to the NMPLE after a number of iterations. If the second (respectively third) argument is missing, computation of the Lynden-Bell estimator for right-truncated (respectively left-truncated) data is obtained. Note that individuals with NAs in the three first arguments will be automatically excluded.
A list containing the following values:
time |
The timepoint on the curve. |
n.event |
The number of events that ocurred at time |
events |
The total number of events. |
density |
The estimated density values. |
cumulative.df |
The estimated cumulative distribution values. |
truncation.probs |
The probability of |
S0 |
|
Survival |
The estimated survival values. |
n.iterations |
The number of iterations used by this algorithm. |
B |
Number of bootstrap resamples computed. |
alpha |
The nominal level used to construct the confidence intervals. |
upper.df |
The estimated upper limits of the confidence intervals for F. |
lower.df |
The estimated lower limits of the confidence intervals for F. |
upper.Sob |
The estimated upper limits of the confidence intervals for S. |
lower.Sob |
The estimated lower limits of the confidence intervals for S. |
sd.boot |
The bootstrap standard deviation of F estimator. |
boot.repeat |
The number of resamples done in each bootstrap call to ensure the existence and uniqueness of the bootstrap NPMLE. |
Carla Moreira, Jacobo de Uña-Álvarez and Rosa Crujeiras
Efron B and Petrosian V (1999) Nonparametric methods for doubly truncated data. Journal of the American Statistical Association 94, 824-834.
Lynden-Bell D (1971) A method of allowing for known observational selection in small samples applied to 3CR quasars. Monograph National Royal Astronomical Society 155, 95-118.
Xiao J and Hudgens MG (2020) On nonparametric maximum likelihood estimation with double truncation. Biometrika 106, 989-996.
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