kmc - Kaplan-Meier Estimator with Constraints for Right Censored Data -- a Recursive Computational Algorithm

Given constraints for right censored data, we use a recursive computational algorithm to calculate the the "constrained" Kaplan-Meier estimator. The constraint is assumed given in linear estimating equations or mean functions. We also illustrate how this leads to the empirical likelihood ratio test with right censored data and accelerated failure time model with given coefficients. EM algorithm from emplik package is used to get the initial value. The properties and performance of the EM algorithm is discussed in Mai Zhou and Yifan Yang (2015)<doi: 10.1007/s00180-015-0567-9> and Mai Zhou and Yifan Yang (2017) <doi: 10.1002/wics.1400>. More applications could be found in Mai Zhou (2015) <doi: 10.1201/b18598>.

Last updated 6 months ago

cpp

3.90 score 2 stars 4 scripts 262 downloads

dblcens - Compute the NPMLE of Distribution Function from Doubly Censored Data, Plus the Empirical Likelihood Ratio for F(T)

Doubly censored data, as described in Chang and Yang (1987) <doi: 10.1214/aos/1176350608>), are commonly seen in many fields. We use EM algorithm to compute the non-parametric MLE (NPMLE) of the cummulative probability function/survival function and the two censoring distributions. One can also specify a constraint F(T)=C, it will return the constrained NPMLE and the -2 log empirical likelihood ratio for this constraint. This can be used to test the hypothesis about the constraint and, by inverting the test, find confidence intervals for probability or quantile via empirical likelihood ratio theorem. Influence functions of hat F may also be calculated, but currently, the it may be slow.

Last updated 2 years ago

2.70 score 3 scripts 311 downloads