MLE of the censored Weibull distribution {Rfast2}

MLE of the censored Weibull distribution

Description

MLE of the censored Weibull distribution.

Usage

censweibull.mle(x, di, tol = 1e-07)

Arguments

x

A vector with positive valued data (zeros are not allowed).

di

A vector of 0s (censored) and 1s (not censored) vales.

tol

The tolerance level up to which the maximisation stops; set to 1e-07 by default.

Details

Instead of maximising the log-likelihood via a numerical optimiser we have used a Newton-Raphson algorithm which is faster.

Value

A list including:

iters

The number of iterations required for the Newton-Raphson to converge.

loglik

The value of the maximised log-likelihood.

param

The vector of the parameters.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

Fritz Scholz (1996). Maximum Likelihood Estimation for Type I Censored Weibull Data Including Covariates. Technical report. ISSTECH-96-022, Boeing Information & Support Services, P.O. Box 24346, MS-7L-22.

http://faculty.washington.edu/fscholz/Reports/weibcensmle.pdf

See Also

km, censpois.mle

Examples

x <- rweibull(300, 3, 6)
censweibull.mle(x, di = rep(1, 300))
di <- rbinom(300, 1, 0.9)
censweibull.mle(x, di)