prof_gp_endpt {longevity}

Profile likelihood for the endpoint of the generalized Pareto distribution

Description

This function returns the profile log likelihood over a grid of values of psi, the endpoints.

Usage

prof_gp_endpt(
  time,
  time2 = NULL,
  event = NULL,
  thresh = 0,
  type = c("right", "left", "interval", "interval2"),
  ltrunc = NULL,
  rtrunc = NULL,
  weights = rep(1, length(time)),
  psi = NULL,
  confint = FALSE,
  level = 0.95,
  arguments = NULL,
  ...
)

Arguments

time

excess time of the event of follow-up time, depending on the value of event

time2

ending excess time of the interval for interval censored data only.

event

status indicator, normally 0=alive, 1=dead. Other choices are TRUE/FALSE (TRUE for death). For interval censored data, the status indicator is 0=right censored, 1=event at time, 2=left censored, 3=interval censored. Although unusual, the event indicator can be omitted, in which case all subjects are assumed to have experienced an event.

thresh

vector of thresholds

type

character string specifying the type of censoring. Possible values are "right", "left", "interval", "interval2".

ltrunc

lower truncation limit, default to NULL

rtrunc

upper truncation limit, default to NULL

weights

weights for observations

psi

mandatory vector of endpoints at which to compute the profile

confint

logical; if TRUE, return a level confidence interval instead of a list with the profile log-likelihood components

level

numeric; the level for the confidence intervals

arguments

a named list specifying default arguments of the function that are common to all elife calls

...

additional parameters, currently ignored

Value

a list with the maximum likelihood estimate of the endpoint and the profile log-likelihood

Examples

set.seed(2023)
time <- relife(n = 100, scale = 3, shape = -0.3, family = "gp")
endpt <- prof_gp_endpt(
  time = time,
  psi = seq(max(time) + 1e-4, max(time) + 40, length.out = 51L))
print(endpt)
plot(endpt)
confint(endpt)