cens {gamlss.cens}R Documentation

Fits censored data using a GAMLSS family distribution

Description

This function can be used to fit censored data. It takes as an argument an existing GAMLSS family distribution and generates a gamlss.family object which then can be used to fit a right, left or interval censored data.

Usage

cens(family = "NO", name = "cens", type = c("right", "left", "interval"),
       local = TRUE, delta = NULL, ...)

Arguments

family a gamlss.family object, which is used to define the distribution and the link functions of the various parameters. The distribution families supported by gamlss() can be found in gamlss.family and in the package gamlss.dist.
name the characters you want to add to the name of new functions, by default is cens
type what type of censoring is required, right, left or interval.
local if TRUE the function will try to find the environment of gamlss to generate the d and p functions required for the fitting, if FALSE the functions will be generated in the global environment
delta the delta increment used in the numerical derivatives
... for extra arguments

Details

This function is created to help the user to fit censored data using an existing gamlss distribution. It does this by taking an existing gamlss.family and changing some of the components of the distribution to help the fitting process. It particular it i) creates a (d) function (for calculating the censored likelihood) and a (p) function (for generating the quantile residuals) within gamlss, ii) changes the global deviance function G.dev.incr, the first derivative funtions (see note below) and other quantities from the original distribution.

Value

It returns a gamlss.family object which has all the components needed for fitting a distribution in gamlss.

Note

This function is experimental and could be changed. The function cens changes the first derivatives of the original gamlss family d function to numerical derivatives for the new censored d function. The default increment delta, for this numerical derivatives function, is eps * pmax(abs(x), 1) where eps<-sqrt(.Machine$double.eps). The default delta could be inappropriate for specific applications and can be overwritten by using the argument delta.

Author(s)

Mikis Stasinopoulos d.stasinopoulos@londonmet.ac.uk and Bob Rigby r.rigby@londonmet.ac.uk

References

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2003) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.com/).

See Also

cens.d, cens.p, gen.cens

Examples



[Package gamlss.cens version 1.7.0 Index]