https://github.com/cran/emplik
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Tip revision: eb876842da62f5697aba9042782916ed0d6e83ca authored by Mai Zhou on 08 August 1977, 00:00:00 UTC
version 0.6
Tip revision: eb87684
WKM.R
WKM <- function(x,d,w=rep(1, length(d)) ) {

temp <- Wdataclean2(x,d,w)
dd <- temp$dd
ww <- temp$weight
dd[length(dd)] <- 1

######why not use DnR?

allrisk <- rev(cumsum(rev(ww)))
survP <- cumprod( 1 -  (dd*ww)/allrisk )
jumps <- -diff( c(1, survP) )

logel <- sum(ww[dd==1]*log(jumps[dd==1])) + sum(ww[dd==0]*log(survP[dd==0]))

list(times=temp$value, jump=jumps, surv=survP, logel=logel)

}

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