Censored Normal Distribution
Maximum likelihood estimation for the normal distribution with left and right censoring.
cens.normal(lmu = "identitylink", lsd = "loglink", imethod = 1, zero = "sd")
lmu, lsd |
Parameter link functions
applied to the mean and standard deviation parameters.
See |
imethod |
Initialization method. Either 1 or 2, this specifies two methods for obtaining initial values for the parameters. |
zero |
A vector, e.g., containing the value 1 or 2; if so,
the mean or standard deviation respectively are modelled
as an intercept only.
Setting |
This function is like uninormal but handles observations
that are left-censored (so that the true value would be less than
the observed value) else right-censored (so that the true value would be
greater than the observed value). To indicate which type of censoring,
input extra = list(leftcensored = vec1, rightcensored = vec2)
where vec1 and vec2 are logical vectors the same length
as the response.
If the two components of this list are missing then
the logical values are taken to be FALSE.
The fitted object has these two components stored in the extra
slot.
An object of class "vglmff" (see vglmff-class).
The object is used by modelling functions such as vglm,
and vgam.
T. W. Yee
## Not run:
cdata <- data.frame(x2 = runif(nn <- 1000)) # ystar are true values
cdata <- transform(cdata, ystar = rnorm(nn, m = 100 + 15 * x2, sd = exp(3)))
with(cdata, hist(ystar))
cdata <- transform(cdata, L = runif(nn, 80, 90), # Lower censoring points
U = runif(nn, 130, 140)) # Upper censoring points
cdata <- transform(cdata, y = pmax(L, ystar)) # Left censored
cdata <- transform(cdata, y = pmin(U, y)) # Right censored
with(cdata, hist(y))
Extra <- list(leftcensored = with(cdata, ystar < L),
rightcensored = with(cdata, ystar > U))
fit1 <- vglm(y ~ x2, cens.normal, data = cdata, crit = "c", extra = Extra)
fit2 <- vglm(y ~ x2, tobit(Lower = with(cdata, L), Upper = with(cdata, U)),
data = cdata, crit = "c", trace = TRUE)
coef(fit1, matrix = TRUE)
max(abs(coef(fit1, matrix = TRUE) -
coef(fit2, matrix = TRUE))) # Should be 0
names(fit1@extra)
## End(Not run)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.