extWeibQuant: Estimate Lower Extreme Quantile with the Censored Weibull MLE and Censored Weibull Mixture

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It implements the subjectively censored Weibull MLE and censored Weibull mixture methods for the lower quantile estimation. Quantile estimates from these two methods are robust to model misspecification in the lower tail. It also includes functions to evaluation the standard error of the resulting quantile estimates. Also, the methods here can be used to fit the Weibull or Weibull mixture for the Type-I or Type-II right censored data.

Author
Yang (Seagle) Liu
Date of publication
2014-12-04 01:14:47
Maintainer
Yang (Seagle) Liu <yang.liu@stat.ubc.ca>
License
GPL (>= 2)
Version
1.1

View on CRAN

Man pages

bootstrapCenWbMix
Bootstrap Censored Weibull Mixture for censoring threshold...
bootstrapCMLE
Bootstrap Censored Weibull MLE for censoring threshold...
cenWbMLE.T1
censored Weibull MLE for Type I right-censored data
cenWbMLE.T2
censored Weibull MLE for Type II right-censored data
emCenWbMix.T1
EM algorithm for the Type-I right censored Weibull Mixture...
emCenWbMix.T2
EM algorithm for the Type-II right censored Weibull Mixture...
quanWbMix
Calculate the quantiles of a mixture of two Weibull...
simWbMix
Simulate data from a mixture of two Weibull distributions

Files in this package

extWeibQuant
extWeibQuant/src
extWeibQuant/src/basis.c
extWeibQuant/src/bWbMix.c
extWeibQuant/src/cmle.c
extWeibQuant/src/bCmle.c
extWeibQuant/src/wbmix.c
extWeibQuant/src/allhead.h
extWeibQuant/NAMESPACE
extWeibQuant/R
extWeibQuant/R/rv1.r
extWeibQuant/R/rv3.r
extWeibQuant/R/rv5.r
extWeibQuant/R/rv4.r
extWeibQuant/MD5
extWeibQuant/DESCRIPTION
extWeibQuant/man
extWeibQuant/man/simWbMix.Rd
extWeibQuant/man/bootstrapCenWbMix.Rd
extWeibQuant/man/emCenWbMix.T1.Rd
extWeibQuant/man/quanWbMix.Rd
extWeibQuant/man/emCenWbMix.T2.Rd
extWeibQuant/man/cenWbMLE.T1.Rd
extWeibQuant/man/bootstrapCMLE.Rd
extWeibQuant/man/cenWbMLE.T2.Rd