bickde {ICE} | R Documentation |
Likelihood Cross-Validation bandwidth choice for interval-censored kernel density estimates. Also computed is the direct-plug-in estimate (using the KernSmooth function dpik) based on the interval midpoints.
bickde(data, factor)
data |
A matrix with two columns, consisting of left and right endpoints of the interval data |
factor |
A scalar factor which gives upper and lower bounds for the initial interval for the golden section search relative to a preliminary value computed by dpik. |
Default value is 10 which specifies an initial interval of (dpik/10, dpik*10).
Maximization of the likelihood is accomplished by golden section search using the optimize function. This can be very SLOW.
A scalar value.
W.J. Braun
Braun, J., Duchesne, T. and Stafford, J.E. (2005) Local likelihood density estimation for interval censored data. Canadian Journal of Statistics 33: 39-60.
# Not run # bickde(ICHemophiliac)