EM {Icens} | R Documentation |

## A function to compute the NPMLE of p based on the incidence
matrix A.

### Description

The incidence matrix, `A`

is the m by n matrix that represents the
data. There are m probabilities that must be estimated. The EM, or
expectation maximization, method is applied to these data.

### Usage

EM(A, pvec, maxiter=500, tol=1e-12)

### Arguments

`A` |
The incidence matrix. |

`pvec` |
The probability vector. |

`maxiter` |
The maximum number of iterations. |

`tol` |
The tolerance used to judge convergence. |

### Details

Lots.

### Value

An object of class `icsurv`

containing the following
components:

`pf ` |
The NPMLE of the probability vector. |

`numiter ` |
The number of iterations used. |

`converge ` |
A boolean indicating whether the algorithm
converged. |

`intmap ` |
If present indicates the real representation of the
support for the values in `pf` . |

### Author(s)

Alain Vandal and Robert Gentleman.

### References

The EM algorithm applied to the maximal cliques of the
intersection graph of the censored data. *The empirical distribution
function with arbitrarily grouped, censored and truncated data*,
B. W. Turnbull, 1976, JRSS;B.

### See Also

`VEM`

, `ISDM`

, `EMICM`

,
`PGM`

### Examples

data(cosmesis)
csub1 <- subset(cosmesis, subset= Trt==0, select=c(L,R))
EM(csub1)
data(pruitt)
EM(pruitt)

[Package

*Icens* version 0.5

Index]