Description Usage Arguments Details Value Author(s) References See Also

Kiefer-Wolfowitz NPMLE for Gompertz Mixtures of scale parameter

1 2 |

`x` |
Survival times |

`v` |
Grid values for mixing distribution |

`u` |
Grid values for mixing distribution |

`alpha` |
Shape parameter for Gompertz distribution |

`theta` |
Scale parameter for Gompertz Distribution |

`hist` |
If TRUE aggregate to histogram counts |

`weights` |
replicate weights for x obervations, should sum to 1 |

`...` |
optional parameters passed to KWDual to control optimization |

Kiefer Wolfowitz NPMLE density estimation for Gompertz scale mixtures. The histogram option is intended for relatively large problems, say n > 1000, where reducing the sample size dimension is desirable. By default the grid for the binning is equally spaced on the support of the data. Parameterization: f(t|alpha,theta,v) = theta * exp(v) * exp(alpha * t) * exp(-(theta/alpha) * exp(v) * (exp(alpha*t)-1))

An object of class density with components

`x` |
points of evaluation on the domain of the density |

`y` |
estimated function values at the points x, the mixing density |

`logLik` |
Log likelihood value at the proposed solution |

`dy` |
Bayes rule estimates of theta at observed x |

`status` |
exit code from the optimizer |

Roger Koenker and Jiaying Gu

Kiefer, J. and J. Wolfowitz Consistency of the Maximum
Likelihood Estimator in the Presence of Infinitely Many Incidental
Parameters *Ann. Math. Statist*. Volume 27, Number 4 (1956), 887-906.

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