loggammacensrob: Robust estimation of the three parameters extended Log Gamma...

In robustloggamma: Robust Estimation of the Generalized log Gamma Model

Description

Five different type of robust procedures are provided for the estimation of the parameters in the three parameters extended Log Gamma model in presence of censored observations.

Usage

loggammacensrob(x, delta, start=NULL, weights=rep(1, length(x)),
   method=c("oneTML", "oneWL", "TWQTau", "TQTau", "ML"), control, ...)

Arguments

x	numeric. A vector with the dataset.
delta	numeric, 0 or 1. 0 indicated censored observations.
start	NULL or numeric. A vector of length 3 to be used when method is WL, oneWL and ML, otherwise starting values are obtained from WQTau in the first two methods and QTau in the last one.
weights	numeric. A vector of weights used in the method TQTau.
method	character. The method used, see Details below. Default is oneTML a one step Trunceted Maximum Likelihood estimates starting from TQTau.
control	list. An object from function loggammarob.control.
...	further arguments can be passed directly to the function instead of using the control argument.

Value

An object of class 'loggammacensrob'. A list that includes the following components:

mu	location parameter.
sigma	scale parameter.
lambda	shape parameter.
eta	estimate of E(exp(x)) parameter.
weights	the final weights.
iterations	number of iterations.
error	if not NULL or 0, an error occured.
data	the original dataset.
delta	the original dataset.
method	the method used.

Author(s)

C. Agostinelli, A. Marazzi and V.J. Yohai

References

C. Agostinelli, I. Locatelli, A. Marazzi and V.J. Yohai (2015) Robust estimators of accelerated failure time regression with generalized log-gamma errors. Submitted.

See Also

LogGammaDist and loggammarob for the case without censored observations.

Examples

  set.seed(1234)
  x <- sort(rloggamma(n=80, lambda=1))
  cens <- rloggamma(n=80, mu=1.5, lambda=1)
  delta <- as.numeric(x <= cens)
  x[delta==0] <- cens[delta==0]  
  res <- loggammacensrob(x, delta, method="oneTML",
    control=loggammarob.control(lower=0, upper=2, n=30))
  print(res)
  summary(res)

robustloggamma documentation built on May 1, 2019, 9:20 p.m.