Icens (version 1.44.0)

VEM: Compute the NPMLE of p via the Vertex Exchange Method.

Description

The Vertex Exchange Method is used to obtain the NPMLE of p.

Usage

VEM(A, pvec, maxiter=500, tol=1e-07, tolbis=1e-07, keepiter=FALSE)

Arguments

A

The m by n incidence matrix or the n by 2 matrix of intervals.

pvec

The initial estimate for the probability vector.

maxiter

The maximum number of iterations allowed.

tol

The tolerance used to determine convergence.

tolbis

The tolerance used in the bisection stage of the algorithm.

keepiter

Should iteration information be retained and returned.

Value

An object of class icsurv with the following components.

pf

The NPMLE of the probability vector.

numiter

The number of iterations used.

lval

The value of the logarithm of the likelihood at the NPMLE.

converge

Boolean stating whether the iteration converged.

intmap

If present it contains the real representations for the maximal cliques. These are the intervals (on the real line) where the mass in pf is placed.

Details

Lots.

References

A Vertex-exchange-method in $D$-optimal Design Theory , D. Bohning, Metrika, 1986.

See Also

EM, ISDM, EMICM, PGM

Examples

    data(cosmesis)
    csub1 <- subset(cosmesis, subset=Trt==0, select=c(L,R))
    VEM(csub1)
    data(pruitt)
    VEM(pruitt)