prof_gp_shape: Profile log likelihood for the shape parameter of the...

In longevity: Statistical Methods for the Analysis of Excess Lifetimes

Profile log likelihood for the shape parameter of the generalized Pareto distribution

Description

This internal function is used to produce threshold stability plots.

Usage

prof_gp_shape(
  mle = NULL,
  time,
  time2 = NULL,
  event = NULL,
  thresh,
  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.

Value

if confint=TRUE, a vector of length three with the maximum likelihood of the shape and profile-based confidence interval

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