CM: Censored mean and standard deviation in normal samples

In cents: Censored time series

Description

An exact algorithm is used.

Usage

CM(y, iy)

Arguments

y	data vector
iy	indicator with entries: "o","L","R","na". If missing, it is assumed there is no censoring and iy entries are set to "o" or "na" according to whether the corresponding value in y is numeric or NA.

Details

More details later.

Value

a list

Author(s)

A. I. McLeod

References

later

See Also

cenarma

Examples

z <- log(NiagaraToxic$toxic)
iz <- c("o", "L")[1+NiagaraToxic$cQ]
CM(z,iz)
cenarma(z, iz, p=0, q=0)

Example output

$est
            mle    se(mle)
mean -0.9932748 0.04951474
sd    0.5833255 0.03852624

$nobs
[1] 123   0  21   0

$iterCount
[1] 8

$ifault
[1] 0


Call:
arima(x = x, order = c(p, 0, q), include.mean = include.mean)

Coefficients:
      intercept
        -0.9922
s.e.     0.0477

sigma^2 estimated as 0.3283:  log likelihood = -124.14,  aic = 252.27
There were 50 or more warnings (use warnings() to see the first 50)

cents documentation built on May 1, 2019, 8:19 p.m.