EM: A function to compute the NPMLE of p based on the incidence
matrix A.
Description
The incidence matrix, A is the m by n matrix that represents the
data. There are m probabilities that must be estimated. The EM, or
expectation maximization, method is applied to these data.
Usage
EM(A, pvec, maxiter=500, tol=1e-12)
Arguments
A
The incidence matrix.
pvec
The probability vector.
maxiter
The maximum number of iterations.
tol
The tolerance used to judge convergence.
Value
An object of class icsurv containing the following
components:
pf
The NPMLE of the probability vector.
numiter
The number of iterations used.
converge
A boolean indicating whether the algorithm
converged.
intmap
If present indicates the real representation of the
support for the values in pf.
Details
Lots.
References
The EM algorithm applied to the maximal cliques of the
intersection graph of the censored data. The empirical distribution
function with arbitrarily grouped, censored and truncated data,
B. W. Turnbull, 1976, JRSS;B.