dblcens: Compute the NPMLE of distribution from doubly censored data
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).
- Mai Zhou, Li Lee, Kun Chen.
- Date of publication
- 2012-12-17 05:50:03
- Mai Zhou <firstname.lastname@example.org>
- GPL (>= 2)
- Compute NPMLE of CDF from doubly censored data
- Compute NPMLE of CDF from doubly censored data, with and...
- Internal dblcens functions
- Data: AIDS patient among IV drug user
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