nll_ditrunc_elife: Likelihood for doubly interval truncated data

In longevity: Statistical Methods for the Analysis of Excess Lifetimes

Likelihood for doubly interval truncated data

Description

Computes the log-likelihood for various parametric models suitable for threshold exceedances. If threshold is non-zero, then only right-censored, observed event time and interval censored data whose timing exceeds the thresholds are kept.

Usage

nll_ditrunc_elife(
  par,
  time,
  ltrunc1 = NULL,
  rtrunc1 = NULL,
  ltrunc2 = NULL,
  rtrunc2 = NULL,
  family = c("exp", "gp", "gomp", "gompmake", "weibull", "extgp", "gppiece",
    "extweibull", "perks", "beard", "perksmake", "beardmake"),
  thresh = 0,
  weights = rep(1, length(time)),
  arguments = NULL,
  ...
)

Arguments

par	vector of parameters
time	excess time of the event of follow-up time, depending on the value of event
ltrunc1	lower truncation limit, default to NULL
rtrunc1	upper truncation limit, default to NULL
ltrunc2	lower truncation limit, default to NULL
rtrunc2	upper truncation limit, default to NULL
family	string; choice of parametric family, either exponential (exp), Weibull (weibull), generalized Pareto (gp), Gompertz (gomp), Gompertz-Makeham (gompmake) or extended generalized Pareto (extgp).
thresh	vector of thresholds
weights	weights for observations
arguments	a named list specifying default arguments of the function that are common to all elife calls
...	additional arguments for optimization, currently ignored.

Value

log-likelihood value

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