MLE of the censored Weibull distribution
MLE of the censored Weibull distribution.
censweibull.mle(x, di, tol = 1e-07)
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. |
Instead of maximising the log-likelihood via a numerical optimiser we have used a Newton-Raphson algorithm which is faster.
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. |
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
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.
x <- rweibull(300, 3, 6) censweibull.mle(x, di = rep(1, 300)) di <- rbinom(300, 1, 0.9) censweibull.mle(x, di)
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