View source: R/CensoredLogistic.R
CensoredLogistic | R Documentation |
Class and methods for left-, right-, and interval-censored logistic distributions using the workflow from the distributions3 package.
CensoredLogistic(location = 0, scale = 1, left = -Inf, right = Inf)
location |
numeric. The location parameter of the underlying uncensored
logistic distribution, typically written μ in textbooks.
Can be any real number, defaults to |
scale |
numeric. The scale parameter (standard deviation) of
the underlying uncensored logistic distribution,
typically written σ in textbooks.
Can be any positive number, defaults to |
left |
numeric. The left censoring point. Can be any real number,
defaults to |
right |
numeric. The right censoring point. Can be any real number,
defaults to |
The constructor function CensoredLogistic
sets up a distribution
object, representing the censored logistic probability distribution by the
corresponding parameters: the latent mean location
= μ and
latent standard deviation scale
= σ (i.e., the parameters
of the underlying uncensored logistic variable), the left
censoring
point (with -Inf
corresponding to uncensored), and the
right
censoring point (with Inf
corresponding to uncensored).
The censored logistic distribution has probability density function (PDF) f(x):
Λ((left - μ)/σ) | if x ≤ left |
1 - Λ((right - μ)/σ) | if x ≥ right |
λ((x - μ)/σ)/σ | if left < x < right |
where Λ and λ are the cumulative distribution function and probability density function of the standard logistic distribution, respectively.
All parameters can also be vectors, so that it is possible to define a vector of censored logistic distributions with potentially different parameters. All parameters need to have the same length or must be scalars (i.e., of length 1) which are then recycled to the length of the other parameters.
For the CensoredLogistic
distribution objects there is a wide range
of standard methods available to the generics provided in the distributions3
package: pdf
and log_pdf
for the (log-)density (PDF), cdf
for the probability
from the cumulative distribution function (CDF), quantile
for quantiles,
random
for simulating random variables,
crps
for the continuous ranked probability score
(CRPS), and support
for the support interval
(minimum and maximum). Internally, these methods rely on the usual d/p/q/r
functions provided for the censored logistic distributions in the crch
package, see dclogis
, and the crps_clogis
function from the scoringRules package.
The methods is_discrete
and is_continuous
can be used to query whether the distributions are discrete on the entire support
(always FALSE
) or continuous on the entire support (only TRUE
if
there is no censoring, i.e., if both left
and right
are infinite).
See the examples below for an illustration of the workflow for the class and methods.
A CensoredLogistic
distribution object.
dclogis
, Logistic
, TruncatedLogistic
,
CensoredNormal
, CensoredStudentsT
## package and random seed library("distributions3") set.seed(6020) ## three censored logistic distributions: ## - uncensored standard logistic ## - left-censored at zero with latent location = 1 and scale = 1 ## - interval-censored in [0, 5] with latent location = 2 and scale = 1 X <- CensoredLogistic( location = c( 0, 1, 2), scale = c( 1, 1, 1), left = c(-Inf, 0, 0), right = c( Inf, Inf, 5) ) X ## compute mean of the censored distribution mean(X) ## higher moments (variance, skewness, kurtosis) are not implemented yet ## support interval (minimum and maximum) support(X) ## simulate random variables random(X, 5) ## histograms of 1,000 simulated observations x <- random(X, 1000) hist(x[1, ], main = "uncensored") hist(x[2, ], main = "left-censored at zero") hist(x[3, ], main = "interval-censored in [0, 5]") ## probability density function (PDF) and log-density (or log-likelihood) x <- c(0, 0, 1) pdf(X, x) pdf(X, x, log = TRUE) log_pdf(X, x) ## cumulative distribution function (CDF) cdf(X, x) ## quantiles quantile(X, 0.5) ## cdf() and quantile() are inverses (except at censoring points) cdf(X, quantile(X, 0.5)) quantile(X, cdf(X, 1)) ## all methods above can either be applied elementwise or for ## all combinations of X and x, if length(X) = length(x), ## also the result can be assured to be a matrix via drop = FALSE p <- c(0.05, 0.5, 0.95) quantile(X, p, elementwise = FALSE) quantile(X, p, elementwise = TRUE) quantile(X, p, elementwise = TRUE, drop = FALSE) ## compare theoretical and empirical mean from 1,000 simulated observations cbind( "theoretical" = mean(X), "empirical" = rowMeans(random(X, 1000)) ) ## evaluate continuous ranked probability score (CRPS) using scoringRules library("scoringRules") crps(X, x)
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