clikcorr (version 1.0)

est: censoring data and likelihood-based correlation estimation

Description

Provides point estimation and confidence interval for the correlation coefficient.

Usage

est(data, lower1, upper1, lower2, upper2, cp = 0.95, dist = "n", df = 4, sv = NA, 
nlm = FALSE, ...)

Arguments

data

data frame name.

lower1

the lower bound of the first of the two variables whose correlation coefficient to be calculated.

upper1

the upper bound of the first of the two variables whose correlation coefficient to be calculated.

lower2

the lower bound of the second of the two variables whose correlation coefficient to be calculated.

upper2

the upper bound of the second of the two variables whose correlation coefficient to be calculated.

cp

confidence level for the confidence interval.

dist

working distribution. By default, dist="n" assuming the data from a bivariate normal distribution. Set dist="t" if the data are assumed generated from a bivariate t-distribution.

df

degree of freedom of the bivariate t-distribution when dist="t". By default df=4.

sv

user specified starting values for the vector of (mean1, mean2, var1, corr, var2).

nlm

use nlm as the optimization method to minimize the negative log (profile) likelihood. By default nlm=FALSE and optim is used to maximize the log (profile) likelihood.

...

not used.

Value

Cor

maximum likelihood estimate (MLE) of the correlation coefficient.

Cov

estimated variance covariance matrix.

Mean

estimated means.

LCL

lower bound of the profile confidence interval.

UCL

upper bound of the profile confidence interval.

References

Yanming Li, Kerby Shedden, Brenda W. Gillespie and John A. Gillespie (2016). Calculating Profile Likelihood Estimates of the Correlation Coefficient in the Presence of Left, Right or Interval Censoring and Missing Data.

Examples

data(ND)
logND <- log(ND)
logND1 <- logND[51:90,]

est(logND1, "t1_OCDD", "t2_OCDD", "t1_HxCDF_234678", "t2_HxCDF_234678")

## Not run: 
# est(logND, "t1_TCDD", "t2_TCDD", "t1_PeCDD", "t2_PeCDD")
# 
# est(logND, "t1_TCDD", "t2_TCDD", "t1_PeCDD", "t2_PeCDD", dist="t",
#  nlm=TRUE)
# ## End(Not run)