dblcens: Compute the NPMLE of distribution from doubly censored data
Version 1.1.7

Use EM algorithm to compute the NPMLE of CDF and also the two censoring distributions. For doubly censored data (as described in Chang and Yang (1987) Ann. Stat. 1536-47). You can also specify a constraint, it will return the constrained NPMLE and the -2 log empirical likelihood ratio. This can be used to test the hypothesis about the constraint and find confidence intervals for probability or quantile via empirical likelihood ratio theorem. Influence function of hat F may also be calculated (but may be slow).

Getting started

Package details

AuthorMai Zhou, Li Lee, Kun Chen.
Date of publication2012-12-17 05:50:03
MaintainerMai Zhou <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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dblcens documentation built on May 29, 2017, 9:37 a.m.