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

Kiefer-Wolfowitz NPMLE for Weibull Mixtures of scale parameter

1 2 |

`x` |
Survival times |

`v` |
Grid values for mixing distribution |

`u` |
Grid values for histogram bins, if needed |

`alpha` |
Shape parameter for Weibull distribution |

`lambda` |
Scale parameter for Weibull Distribution; must either have length 1, or length
equal to |

`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 Weibull 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, lambda) = alpha * exp(v) * (lambda * t )^(alpha-1) * exp(-(lambda * t)^alpha * exp(v)); shape = alpha; scale = lambda^(-1) * (exp(v))^(-1/alpha)

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 of the mixing density |

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

`dy` |
Bayes Rule estimates of mixing parameter |

`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.

Koenker, R. and J. Gu, (2017) REBayes: An R Package for Empirical Bayes Mixture Methods,
*Journal of Statistical Software*, 82, 1–26.

REBayes documentation built on Feb. 14, 2018, 5:03 p.m.

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