nll_elife: Likelihood for arbitrary censored and truncated data

In longevity: Statistical Methods for the Analysis of Excess Lifetimes

Likelihood for arbitrary censored and 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_elife(
  par,
  time,
  time2 = NULL,
  event = NULL,
  type = c("right", "left", "interval", "interval2"),
  ltrunc = NULL,
  rtrunc = NULL,
  family = c("exp", "gp", "gomp", "gompmake", "weibull", "extgp", "gppiece",
    "extweibull", "perks", "beard", "perksmake", "beardmake"),
  thresh = 0,
  weights = NULL,
  status = NULL,
  arguments = NULL,
  ...
)

Arguments

par	vector of parameters, in the following order: scale, rate and shape
time	excess time of the event of follow-up time, depending on the value of event
time2	ending excess time of the interval for interval censored data only.
event	status indicator, normally 0=alive, 1=dead. Other choices are TRUE/FALSE (TRUE for death). For interval censored data, the status indicator is 0=right censored, 1=event at time, 2=left censored, 3=interval censored. Although unusual, the event indicator can be omitted, in which case all subjects are assumed to have experienced an event.
type	character string specifying the type of censoring. Possible values are "right", "left", "interval", "interval2".
ltrunc	lower truncation limit, default to NULL
rtrunc	upper truncation limit, default to NULL
family	string; choice of parametric family
thresh	vector of thresholds
weights	weights for observations
status	integer vector giving status of an observation. If NULL (default), this argument is computed internally based on type.
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 values

Examples

data(ewsim, package = "longevity")
nll_elife(par = c(5, 0.3),
          family = "gp",
          arguments = ewsim)

longevity documentation built on Aug. 22, 2025, 5:11 p.m.