cenWbMLE.T2: censored Weibull MLE for Type II right-censored data

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

Description

Calculate the censored Weibull MLE for the Type II censored data with the algorithm described in ASTM 5457(2004). Return the estimates of the shape and scale parameters. A comprehesive description of this algorithm can be found in Liu (2012).

Usage

cenWbMLE.T2(dat, n, useC = FALSE, conCr = 1e-09, nIter = 1000)

Arguments

dat	A vector of the observations after censoring. None NA or negative values allowed.
n	The original sample size, including both the censored and uncensored observations.
useC	See cenWbMLE.T1
conCr	See cenWbMLE.T1
nIter	See cenWbMLE.T1

Value

See cenWbMLE.T1

Note

Please report the numerical problems and inconvenience when using this function to the author.

Please notice that the ways of inputing data in cenWbMLE.T1 and cenWbMLE.T2 are differnt. For cenWbMLE.T1, the algorithm require a full "orginal" data set (with the uncensored observations as NA or a arbitary value larger than the threshold) and the original sample size is decided as the length of the input data, while cenWbMLE.T2 requires the observed data points and the original sample size.

Author(s)

Yang (Seagle) Liu <[e-mail]>

References

See cenWbMLE.T1

See Also

rweibull, cenWbMLE.T1, emCenWbMix.T2

Examples

set.seed(1)
y <- sort(rweibull(100, 7, 7)) ##Generate the data
cenWbMLE.T2(y, 100) #The MLE for the complete data
cenWbMLE.T2(y[1:10], 100) #Censor the largerst 90% of the data.

Example output

$convergence
[1] 0

$estimates
   Shape    Scale 
7.887145 6.916031 

$convergence
[1] 0

$estimates
    Shape     Scale 
10.831609  6.463398 

extWeibQuant documentation built on May 1, 2019, 10:31 p.m.