extWeibQuant: Estimate Lower Extreme Quantile with the Censored Weibull MLE and Censored Weibull Mixture
Version 1.1

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.

Getting started

Package details

AuthorYang (Seagle) Liu
Date of publication2014-12-04 01:14:47
MaintainerYang (Seagle) Liu <yang.liu@stat.ubc.ca>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the extWeibQuant package in your browser

Any scripts or data that you put into this service are public.

extWeibQuant documentation built on May 29, 2017, 2:09 p.m.