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#############################################################
# loggammacensrob.TWQTau function
# Author: C. Agostinelli, A. Marazzi,
# V.J. Yohai and I. Locatelli
# Maintainer e-mail: claudio.agostinelli@unitn.it
# Date: November, 16, 2015
# Version: 0.1
# Copyright (C) 2013 C. Agostinelli A. Marazzi,
# V.J. Yohai and I. Locatelli
#############################################################
#### TWQtauCens
loggammacensrob.TWQTau <- function(x, delta, w=rep(1, length(x)), control=loggammarob.control()) {
lgrid <- seq(control$lower, control$upper, length.out=control$n)
n <- length(x)
# TWQtau for lambda, mu, sigma based on residuals w.r.t. an initial regression.
SQ <- SurvQuant(x,delta,w) # Kaplan Meier
ri <- SQ$ri # ri=dati non censurati ordinati
qi <- SQ$qi # qi=quantili di kaplan meier
pos <- which(qi <= control$qthreshold)
ri <- ri[pos]
qi <- qi[pos]
QT <- WQtauCens(ri=ri,qi=qi,w=rep(1,length(ri)),lgrid=lgrid,
c1=control$tuning.rho,c2=control$tuning.psi,
N=control$nResample, maxit=control$maxit,
tol=control$refine.tol,Qrefine=FALSE) # TQtau
muTQT <- QT$mu1
sigTQT <- QT$sig1
lamTQT <- QT$lam1
vg0 <- summary(survfit(Surv(x,delta)~1,weights=w))$std.err^2 # Varianze di Greenwood
vg <- vg0
if (is.na(vg[length(vg)])) {
vg[length(vg)] = vg0[length(vg0)-1]
}
vg <- vg[pos]
ql <- qloggamma(qi,lambda=lamTQT)
dl <- dloggamma(ql,lambda=lamTQT)
vg1 <- vg/(dl^2)
wl <- 1/sqrt(vg1) # pesi per il WQtau
WQT <- WQtauCens(ri=ri,qi=qi,w=wl,lgrid=lgrid,
c1=control$tuning.rho,c2=control$tuning.psi,
N=control$nResample, maxit=control$maxit,
tol=control$refine.tol,Qrefine=FALSE) # WQtau
result <- list(mu=WQT$mu2, sigma=WQT$sig2, lambda=WQT$lam2, weights=w, iterations=NULL, error=NULL)
return(result)
}
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