initial_values: Initial Values for Estimation under Log-concavity with...

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

Initial Values for Estimation under Log-concavity with Interval-Censored Data

Description

This function obtains initial values for the maximum likelihood estimation under log-concavity with interval-censored data based on the unconstrained maximum likelihood estimate (MLE) or its least concave majorant (LCM). Alternatively, the user can provide a numeric vector of initial values.

Usage

initial_values(X, initial = "LCM")

Arguments

X	A matrix or data frame of interval-censored data, where each row contains the lower and upper bounds of the interval for each observation.
initial	A character string specifying the method for generating initial values. The default is "LCM", which uses the least concave majorant of the log of the unconstrained MLE. Other options are "MLE" for the unconstrained maximum likelihood estimate or a numeric vector provided by the user.

Value

A list containing:

phi_hat

The initial values of the phi parameter based on the specified method.

phi_hat_MLE

Initial values based on the unconstrained MLE.

phi_hat_LCM

Initial values based on the least concave majorant.

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