Log Cross-Validated Likelihood for interval-censored data. The
likelihood is the product of integrals over the innermost intervals.
Leave-one-out cross-validation here is accomplished by leaving
out each innermost interval and re-computing the integral using the
remaining data.
Usage
likelihoodcv(p, data, m=101)
Arguments
p
A scalar specifying the bandwidth used in the kernel density
estimate.
data
A matrix with two columns, consisting of left and right
endpoints of the interval data
m
numeric quantity which controls the number of grid points
used in the density estimate
Value
References
Braun, J., Duchesne, T. and Stafford, J.E. (2005)
Local likelihood density estimation for interval censored
data. Canadian Journal of Statistics 33: 39-60.