dot-turnbull_em: Turnbull EM algorithm (low storage implementation)

In longevity: Statistical Methods for the Analysis of Excess Lifetimes

Turnbull EM algorithm (low storage implementation)

Description

Turnbull EM algorithm (low storage implementation)

Usage

.turnbull_em(
  tsets,
  lcens,
  rcens,
  ltrunc,
  rtrunc,
  weights,
  cens = TRUE,
  trunc = TRUE,
  tol = 1e-12,
  zerotol = 1e-10,
  maxiter = 100000L
)

Arguments

tsets	Turnbull's sets
lcens	numeric vector of left censoring
rcens	numeric vector of right censoring
ltrunc	numeric vector of left truncation
rtrunc	numeric vector of right truncation
weights	vector of weights for observations
cens	logical; if FALSE, then censUpp = censLow and a particular update can be avoided in the EM algorithm
tol	tolerance level for terminating the EM algorithm
maxiter	maximum number of iteration for the EM algorithm

Value

a list with the probabilities and the standard errors

longevity documentation built on Nov. 12, 2023, 5:07 p.m.