[R] Maximum likelihood estimation in R with censored Data
vincent.goulet at act.ulaval.ca
Fri Jun 13 20:26:46 CEST 2008
Le ven. 13 juin à 13:55, Ben Bolker a écrit :
> Bluder Olivia <olivia.bluder <at> k-ai.at> writes:
>> I'm trying to calculate the Maximum likelihood estimators for a
>> which contains censored data.
>> I started by using the function "nlm", but isn't there a separate
>> for doing this for e.g. the "weibull" and the "log-normal"
> This is not *quite* enough detail about what you
> want to do. Can you (as the posting guide suggests!)
> give us a small example of what you want to do? You may be able
> to do this via the survreg() command in the survival
> package, or you may want to do it yourself by constructing
> a log-likelihood function with dweibull() for uncensored
> data and pweibull() for censored data [or dlnorm/plnorm].
If you want to go the second route, function coverage() in package
actuar will build the censored density function for you. You can then
feed this function to fitdistr() just like for "usual" ML estimation.
> Ben Bolker
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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