Likelihood for arbitrary censored and truncated data

Computes the log-likelihood for various parametric models suitable for threshold exceedances. If threshold is non-zero, then only right-censored, observed event time and interval censored data whose timing exceeds the thresholds are kept.

Usage

nll_elife(
  par,
  time,
  time2 = NULL,
  event = NULL,
  type = c("right", "left", "interval", "interval2"),
  ltrunc = NULL,
  rtrunc = NULL,
  family = c("exp", "gp", "gomp", "gompmake", "weibull", "extgp", "gppiece",
    "extweibull", "perks", "beard", "perksmake", "beardmake"),
  thresh = 0,
  weights = NULL,
  status = NULL,
  arguments = NULL,
  ...
)

Arguments

par: vector of parameters, in the following order: scale, rate and shape
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.
type: character string specifying the type of censoring. Possible values are "right", "left", "interval", "interval2".
ltrunc: lower truncation limit, default to NULL
rtrunc: upper truncation limit, default to NULL
family: string; choice of parametric family
thresh: vector of thresholds
weights: weights for observations
status: integer vector giving status of an observation. If NULL (default), this argument is computed internally based on type.
arguments: a named list specifying default arguments of the function that are common to all elife calls
...: additional arguments for optimization, currently ignored.

Value

log-likelihood values

Examples

data(ewsim, package = "longevity")
nll_elife(par = c(5, 0.3),
          family = "gp",
          arguments = ewsim)
#> [1] 296.0387