VEM {Icens}R Documentation

Compute the NPMLE of p via the Vertex Exchange Method.

Description

The Vertex Exchange Method is used to obtain the NPMLE of p.

Usage

VEM(A, pvec, maxiter=500, tol=1e-07, tolbis=1e-07), keepiter=FALSE)

Arguments

A The m by n incidence matrix or the n by 2 matrix of intervals.
pvec The initial estimate for the probability vector.
maxiter The maximum number of iterations allowed.
tol The tolerance used to determine convergence.
tolbis The tolerance used in the bisection stage of the algorithm.
keepiter Should iteration information be retained and returned.

Details

Lots.

Value

An object of class icsurv with the following components.

pf The NPMLE of the probability vector.
numiter The number of iterations used.
lval The value of the logarithm of the likelihood at the NPMLE.
converge Boolean stating whether the iteration converged.
intmap If present it contains the real representations for the maximimal cliques. These are the intervals (on the real line) where the mass in pf is placed.

Author(s)

Robert Gentleman and Alain Vandal

References

A Vertex-exchange-method in $D$-optimal Design Theory , D. Bohning, Metrika, 1986.

See Also

EM, ISDM, EMICM, PGM

Examples

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

[Package Icens version 0.5 Index]