convexHaz-package {convexHaz}R Documentation

Find the nonparametric MLE/LSE of convex hazard

Description

This package contains functions to compute the nonparametric maximum likelihood estimator (MLE) and the nonparametric least squares estimator (LSE) of a convex hazard function, assuming that the data is IID.

Details

Package: convexHaz
Version: 0.2
Date: 2008-11-07
Depends: R (>= 2.4)
License: GPL (version 2 or later)
Built: R 2.7.1; ; 2008-11-07 13:05:46; windows

Index:

convexLSE               Compute the nonparamateric LSE of a convex
                        hazard
convexMLE               Compute the nonparametric MLE of a convex
                        hazard
hazard                  Create a hazard function (and its integral)
                        given its support and mixing measure.
srLSE                   Compute the LSE of a convex hazard with fixed
                        antimode
srMLE                   Compute the MLE of a convex hazard with fixed
                        antimode

Author(s)

Hanna Jankowski, Ivy Wang, Hugh McCague, Jon A. Wellner

Maintainer: Hanna Jankowski <hkj@mathstat.yorku.ca>

References

Groeneboom, Jongbloed and Wellner (2008). The support reduction algorithm for computing nonparametric function estimates in mixture models. Scan. J. Statist. 35, 385–399.

Jankowski and Wellner (2007). Nonparametric estimation of a convex bathtub-shaped hazard function. Technical Report 521, Department of Statistics, University of Washington.

Jankowski and Wellner (2008). Computation of nonparametric convex hazard estimators via profile methods. Technical Report 542, Department of Statistics, University of Washington.


[Package convexHaz version 0.2 Index]