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extWeibQuant (version 1.1)

Estimate Lower Extreme Quantile with the Censored Weibull MLE and Censored Weibull Mixture

Description

It implements the subjectively censored Weibull MLE and censored Weibull mixture methods for the lower quantile estimation. Quantile estimates from these two methods are robust to model misspecification in the lower tail. It also includes functions to evaluation the standard error of the resulting quantile estimates. Also, the methods here can be used to fit the Weibull or Weibull mixture for the Type-I or Type-II right censored data.

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Version

Install

install.packages('extWeibQuant')

Monthly Downloads

24

Version

1.1

License

GPL (>= 2)

Maintainer

Yang Liu

Last Published

December 4th, 2014

Functions in extWeibQuant (1.1)

cenWbMLE.T1

censored Weibull MLE for Type I right-censored data
bootstrapCMLE

Bootstrap Censored Weibull MLE for censoring threshold selection and standard error of the quantile estimates
simWbMix

Simulate data from a mixture of two Weibull distributions
emCenWbMix.T2

EM algorithm for the Type-II right censored Weibull Mixture with two populations.
quanWbMix

Calculate the quantiles of a mixture of two Weibull distributions.
cenWbMLE.T2

censored Weibull MLE for Type II right-censored data
bootstrapCenWbMix

Bootstrap Censored Weibull Mixture for censoring threshold selection and standard error of the quantile estimates
emCenWbMix.T1

EM algorithm for the Type-I right censored Weibull Mixture with two populations.