Description Usage Arguments Details Value Author(s) References Examples
Nonparametric maximum likelihood estimates are computed based on the self-consistency method (Efron and Petrosian 1999). The SE is computed from the asymptotic variance derived in Emura et al. (2015).
1 | NPMLE(u.trunc, y.trunc, v.trunc,epsilon=1e-08)
|
u.trunc |
lower truncation limit |
y.trunc |
variable of interest |
v.trunc |
upper truncation limit |
epsilon |
error tolerance for the self-consistency algorithm |
Details are seen from the references.
f |
density |
F |
cumulative distribution |
SE |
standard error |
convergence |
Log-likelihood, and the number of iterations |
Takeshi Emura
Efron B, Petrosian V (1999). Nonparametric methods for doubly truncated data. J Am Stat Assoc 94: 824-834
Emura T, Konno Y, Michimae H (2015). Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation. Lifetime Data Analysis 21: 397-418
Dorre A, Emura T (2019) Analysis of Doubly Truncated Data, An Introduction, JSS Research Series in Statistics, Springer
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