plend {STAND} | R Documentation |
Compute Product Limit Estimate for Non-detects
Description
Compute Product Limit Estimate(PLE) of F(x) for positive data with non-detects (left censored data)
Usage
plend(dd)
Arguments
dd |
An n by 2 matrix or data frame with |
Details
The product limit estimate (PLE) of the cumulative distribution function
was first proposed by Kaplan and Meier (1958) for right censored data.
Turnbull (1976) provides a more general treatment of nonparametric
estimation of the distribution function for arbitrary censoring. For
randomly left censored data, the PLE is defined as follows [Schmoyer et al.
(1996)]. Let a[1]< \ldots < a[m]
be the m distinct values at
which detects occur, r[j] is the number of detects at a[j], and n[j] is the
sum of non-detects and detects that are less than or equal to a[j]. Then the
PLE is defined to be 0 for 0 \le x \le a0
, where a0 is a[1] or the
value of the detection limit for the smallest non-detect if it is less than
a[1]. For a0 \le x < a[m]
the PLE is F[j]= \prod (n[j] --
r[j])/n[j]
, where the product is over all a[j] > x
, and the PLE is 1 for
x \ge a[m]
. When there are only detects this reduces to the usual
definition of the empirical cumulative distribution function.
Value
Data frame with columns
a(j) |
value of jth detect (ordered) |
ple(j) |
PLE of F(x) at a(j) |
n(j) |
number of detects or non-detects |
r(j) |
number of detects equal to a(j) |
surv(j) |
1 - ple(j) is PLE of S(x) |
Note
In survival analysis S(x) = 1 - F(x)
is the survival function
i.e., S(x) = P[X > x]
. In environmental and occupational situations
1 - F(x)
is the "exceedance" function, i.e., C(x) = 1 - F(x) = P [X > x]
.
Author(s)
E. L. Frome
References
Frome, E. L. and Wambach, P. F. (2005), "Statistical Methods and Software for the Analysis of Occupational Exposure Data with Non-Detectable Values," ORNL/TM-2005/52,Oak Ridge National Laboratory, Oak Ridge, TN 37830. Available at: http://www.csm.ornl.gov/esh/aoed/ORNLTM2005-52.pdf
Kaplan, E. L. and Meier, P. (1958), "Nonparametric Estimation from Incomplete Observations," Journal of the American Statistical Association, 457-481.
Schmoyer, R. L., J. J. Beauchamp, C. C. Brandt and F. O. Hoffman, Jr. (1996), "Difficulties with the Lognormal Model in Mean Estimation and Testing," Environmental and Ecological Statistics, 3, 81-97.
Turnbull, B. W. (1976), "The Empirical Distribution Function with Arbitrarily Grouped, Censored and Truncated Data," Journal of the Royal Statistical Society, Series B (Methodological), 38(3), 290-295.
See Also
Examples
data(SESdata) # use SESdata data set Example 1 from ORNLTM-2005/52
pnd<- plend(SESdata)
Ia<-"Q-Q plot For SESdata "
qq.lnorm(pnd,main=Ia) # lognormal q-q plot based on PLE
pnd