Kiefer-Wolfowitz NPMLE for Gompertz Mixtures of scale parameter
Gompertzmix(x, v = 300, u = 300, alpha, theta, hist = FALSE,
weights = NULL, ...)Survival times
Grid values for mixing distribution
Grid values for mixing distribution
Shape parameter for Gompertz distribution
Scale parameter for Gompertz Distribution
If TRUE aggregate to histogram counts
replicate weights for x obervations, should sum to 1
optional parameters passed to KWDual to control optimization
An object of class density with components
points of evaluation on the domain of the density
estimated function values at the points x, the mixing density
Log likelihood value at the proposed solution
Bayes rule estimates of theta at observed x
exit code from the optimizer
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))
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.
Weibullmix