R/TML.SigmaG.r

In RobustAFT: Truncated Maximum Likelihood Fit and Robust Accelerated Failure Time Regression for Gaussian and Log-Weibull Case

TML.SigmaG <- function(X,y,delta, sigma,sigma.t, mui,mui.t, wgt,const,cu,tol,maxit,nitmon)
{
# Fixed point algorithm for scale
nit  <- 1
repeat{
  sigmao <- sigma
  sigma  <- (TML.Ave2G(X,y,delta, sigmao,sigma.t, mui,mui.t,wgt,cu)*sigmao^2/const)^0.5; d <- sigma-sigmao
  if (nit==maxit | abs(d)<tol) break
  if(nitmon) cat(nit,sigma,"\n")
  nit <- nit+1}
list(sigma=sigma,nit=nit)}