ic_LCM_UMLE: Compute Least Concave Majorant (LCM) of the log of the...

In iclogcondist: Log-Concave Distribution Estimation with Interval-Censored Data

Compute Least Concave Majorant (LCM) of the log of the Unconstrained MLE for Interval-Censored Data

Description

This function computes the Least Concave Majorant (LCM) of the log of the unconstrained MLE for interval-censored data.

Usage

ic_LCM_UMLE(X)

Arguments

X	A matrix with two columns, where each row represents an interval (L, R] for interval-censored data. L and R are the left and right endpoints, respectively, with R = Inf indicating right-censoring.

Value

A list containing:

est	A list with tau_no_Inf (finite values of tau), phi_hat (LCM of log of F_hat), and F_hat (exp of phi_hat).
knot_info	A list with knot_index (indices of knots in tau_no_Inf), tau_on_knot (values of tau at knots), F_on_knot (F_hat at knots), and phi_on_knot (phi_hat at knots).
neg_log_likelihood	The negative log-likelihood of the LCM fit.
weight	Vector of weights corresponding to each interval in the data.
X	The original interval-censored data matrix input.

Examples

data(lgnm)
result <- ic_LCM_UMLE(X = lgnm)

iclogcondist documentation built on April 4, 2025, 5:18 a.m.