Gompertzmix {REBayes}

NPMLE for Gompertz Mixtures

Description

Kiefer-Wolfowitz NPMLE for Gompertz Mixtures of scale parameter

Usage

Gompertzmix(
  x,
  v = 300,
  u = 300,
  alpha,
  theta,
  hist = FALSE,
  weights = NULL,
  ...
)

Arguments

x

Survival times

v

Grid values for mixing distribution

u

Grid values for mixing distribution

alpha

Shape parameter for Gompertz distribution

theta

Scale parameter for Gompertz Distribution

hist

If TRUE aggregate to histogram counts

weights

replicate weights for x obervations, should sum to 1

...

optional parameters passed to KWDual to control optimization

Details

Kiefer Wolfowitz NPMLE density estimation for Gompertz scale mixtures. The histogram option is intended for relatively large problems, say n > 1000, where reducing the sample size dimension is desirable. By default the grid for the binning is equally spaced on the support of the data. Parameterization: f(t|alpha,theta,v) = theta * exp(v) * exp(alpha * t) * exp(-(theta/alpha) * exp(v) * (exp(alpha*t)-1))

Value

An object of class density with components

x

points of evaluation on the domain of the density

y

estimated function values at the points x, the mixing density

logLik

Log likelihood value at the proposed solution

dy

Bayes rule estimates of theta at observed x

status

exit code from the optimizer

Author(s)

Roger Koenker and Jiaying Gu

References

Kiefer, J. and J. Wolfowitz Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters Ann. Math. Statist. Volume 27, Number 4 (1956), 887-906.

See Also

Weibullmix