https://github.com/cran/emplik
Tip revision: 6499006531aa58c62dc136e7a2daf03dfbc5aa36 authored by Mai Zhou on 07 September 2023, 17:00:02 UTC
version 1.3-1
version 1.3-1
Tip revision: 6499006
emplikH1B.Rd
\name{emplikH1B}
\alias{emplikH1B}
\title{Return binomial empirical likelihood ratio for the given lambda, with right censored data}
\usage{
emplikH1B(lambda, x, d, fung, CIforTheta=FALSE)
}
\description{Compute the binomial empirical likelihood ratio for the given tilt parameter lambda.
Most useful for construct Wilks confidence intervals.
The null hypothesis or constraint is defined by the parameter \eqn{\theta}, where
\deqn{\int fung(t) d log(1-H(t)) = \theta }.
Where \eqn{H(t)} is the unknown
cumulative hazard function; \eqn{fung(t)} can be any given function.
In the future, the function \eqn{fung} may replaced by the vector of \eqn{fung(x)},
since this is more flexible.
Input data can be right censored. If no censoring, set \code{d=rep(1, length(x))}.
}
\arguments{
\item{lambda}{a scalar. Can be positive or negative. The amount of tiling.}
\item{x}{a vector of the censored survival times.}
\item{d}{a vector of the censoring indicators, 1-uncensor; 0-right censor.}
\item{fung}{a left continuous (weight) function used to calculate
the weighted hazard in the parameter \eqn{\theta}. \code{fung} must be able
to take a vector input. See example below.}
\item{CIforTheta}{an optional logical value. Default to FALSE. If set to TRUE,
will return the integrated hazard value for the given lambda.}
}
\details{
This function is used to calculate lambda confidence interval (Wilks type) for \eqn{\theta}.
This function is designed for the case where the
true distribution should be discrete. Ties in the data are OK.
The log empirical likelihood used here is the `binomial' version empirical likelihood:
\deqn{
\sum_{i=1}^n \delta_i \log (dH(x_i)) + (R_i - \delta_i)\log [1- dH(x_i) ] .
}
}
\value{
A list with the following components:
\item{times}{the location of the hazard jumps.}
\item{jumps}{the jump size of hazard function at those locations.}
\item{lambda}{the input lambda.}
\item{"-2LLR"}{the -2Log Likelihood ratio.}
\item{IntHaz}{The theta defined above, for the given lambda.}
}
\author{ Mai Zhou }
\references{
Pan, X. and Zhou, M. (2002),
``Empirical likelihood in terms of hazard for censored data''.
\emph{Journal of Multivariate Analysis} \bold{80}, 166-188.
}
\examples{
## fun <- function(x) { as.numeric(x <= 6.5) }
## emplikH1.test( x=c(1,2,3,4,5), d=c(1,1,0,1,1), theta=2, fun=fun)
## fun2 <- function(x) {exp(-x)}
## emplikH1.test( x=c(1,2,3,4,5), d=c(1,1,0,1,1), theta=0.2, fun=fun2)
}
\keyword{nonparametric}
\keyword{survival}