prof_gp_scalet: Profile log likelihood for the transformed scale parameter of...
In longevity: Statistical Methods for the Analysis of Excess Lifetimes

prof_gp_scalet

R Documentation

Profile log likelihood for the transformed scale parameter of the generalized Pareto distribution

Description

This internal function is used to produce threshold stability plots.

Usage

prof_gp_scalet(
  mle = NULL,
  time,
  time2 = NULL,
  event = NULL,
  thresh = 0,
  ltrunc = NULL,
  rtrunc = NULL,
  type = c("right", "left", "interval", "interval2"),
  level = 0.95,
  psi = NULL,
  weights = NULL,
  confint = TRUE,
  arguments = NULL,
  ...
)

Arguments

`mle`	an object of class `elife_par`
`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.
`thresh`	vector of thresholds
`ltrunc`	lower truncation limit, default to `NULL`
`rtrunc`	upper truncation limit, default to `NULL`
`type`	character string specifying the type of censoring. Possible values are "`right`", "`left`", "`interval`", "`interval2`".
`level`	level of the confidence interval
`weights`	weights for observations
`confint`	logical; if `TRUE` (default), return confidence intervals rather than list
`arguments`	a named list specifying default arguments of the function that are common to all `elife` calls
`...`	additional arguments for optimization, currently ignored.