inputs: itime(nobs) time indices (from 1,2,..., nfailt) gives index pointing to the vector of unique times isys(nobs) system indices (from 1,2,..., nsys) gives index pointing to the vector of unique sys ids icodes(nobs) censor/failure indicator (1 fail, 2 censor) weight(nobs) weight (multiplicity) or cost of failure nobs number of observations in data set nfailt number of unique failure times nsys number of unique system ids utime(nfailt) list of unique times iusys(nsys) list of unique system ids
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ctime(nsys),varsum(nsys) scratch arrays dead(nfailt,nsys),idelta(nfailt,nsys) scratch arrays dsum(nfailt),idlsum(nfailt),dbar(nfailt) scratch arrays
outputs: xmuhat(nfailt) estimate of mu at each failure time varxmu(nfailt) estimate of var(muhat) at each failure time
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