Gompertzmix: NPMLE for Gompertz Mixtures

In REBayes: Empirical Bayes Estimation and Inference

NPMLE for Gompertz Mixtures

Description

Kiefer-Wolfowitz NPMLE for Gompertz Mixtures of scale parameter

Usage

Gompertzmix(
  x,
  v = 300,
  u = 300,
  alpha,
  theta,
  hist = FALSE,
  weights = NULL,
  ...
)

Arguments

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

Details

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))

Value

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

Author(s)

Roger Koenker and Jiaying Gu

References

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.

See Also

Weibullmix

REBayes documentation built on Aug. 19, 2023, 5:10 p.m.