PGM {Icens} R Documentation

## An implementation of the projected gradient methods for finding the NPMLE.

### Description

An estimate of the NPMLE is obtained by using projected gradient methods. This method is a special case of the methods described in Wu (1978).

### Usage

```PGM(A, pvec, maxiter = 500, tol=1e-07, told=2e-05, tolbis=1e-08,
keepiter=FALSE)
```

### Arguments

 `A` `A` is either the m by n clique matrix or the n by 2 matrix containing the left and right end points for each event time. `pvec ` An initial estimate of the probability vector. `maxiter ` The maximum number of iterations to take. `tol` The tolerance for decreases in likelihood. `told` `told` does not seem to be used. `tolbis` The tolerance used in the bisection code. `keepiter` A boolean indicating whether to return the number of iterations.

### Details

New directions are selected by the projected gradient method. The new optimal `pvec` is obtained using the bisection algorithm, moving in the selected direction. Convergence requires both the L_1 distance for the improved `pvec` and the change in likelihood to be below `tol`.

### Value

An object of class `icsurv` containing the following components:

 `pf ` The NPMLE of `pvec`. `sigma ` The cummulative sum of `pvec`. `lval ` The value of the log likelihood at `pvec`. `clmat ` The clique matrix. `method ` The method used, currently only "MPGM" is possible. `lastchange ` The difference between `pf` and the previous iterate. `numiter` The number of iterations carried out. `eps` The tolerances used. `converge ` A boolean indicating whether convergence occurred within `maxiter` iterations. `iter ` If `keepiter` is true then this is a matrix containing all iterations - useful for debugging.

### Author(s)

Alain Vandal and Robert Gentleman.

### References

Some Algorithmic Aspects of the Theory of Optimal Designs, C.–F. Wu, 1978, Annals.

### See Also

`VEM`, `ISDM`, `EMICM`, `PGM`, `EM`

### Examples

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

[Package Icens version 0.5 Index]