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longevity (version 1.3)

Statistical Methods for the Analysis of Excess Lifetimes

Description

A collection of parametric and nonparametric methods for the analysis of survival data. Parametric families implemented include Gompertz-Makeham, exponential and generalized Pareto models and extended models. The package includes an implementation of the nonparametric maximum likelihood estimator for arbitrary truncation and censoring pattern based on Turnbull (1976) , along with graphical goodness-of-fit diagnostics. Parametric models for positive random variables and peaks over threshold models based on extreme value theory are described in Rootzén and Zholud (2017) ; Belzile et al. (2021) and Belzile et al. (2022) .

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Version

Install

install.packages('longevity')

Monthly Downloads

505

Version

1.3

License

GPL-3

Maintainer

Leo Belzile

Last Published

February 3rd, 2026

Functions in longevity (1.3)

hazard_fn_elife

Hazard function for various parametric models

Fit excess lifetime models by maximum likelihood

Hazard function of the Weibull distribution

Piece-wise generalized Pareto distribution

Distribution function of the Gompertz-Makeham distribution

Distribution function of the extended Weibull distribution

Profile likelihood for hazard

Distribution function of the generalized Pareto distribution

Distribution function of the Gompertz distribution

fit_ditrunc_elife

Fit excess lifetime models for doubly interval truncated data

Likelihood for arbitrary censored and truncated data

Japanese survival data (2)

Nonparametric estimation of the survival function

Log posterior distribution with MDI priors

Score test of Northrop and Coleman

nll_ditrunc_elife

Likelihood for doubly interval truncated data

Score test of Northrop and Coleman

Japanese survival data

Goodness-of-fit diagnostics

plot.elife_profile

Plot profile of endpoint

Distribution function of the Perks-Makeham distribution

Nonparametric maximum likelihood estimation for arbitrary truncation

autoplot.elife_tstab

Threshold stability plots

Hazard function of the Perks distribution

autoplot.elife_northropcoleman

P-value plot for Northrop and Coleman diagnostic

Distribution function of the extended generalized Pareto distribution

Marginal log likelihood function of the nonparametric multinomial with censoring and truncation

autoplot.elife_par

Goodness-of-fit plots for parametric models

plot.elife_ecdf

Plot empirical distribution function

Profile log likelihood for the shape parameter of the generalized Pareto distribution

Simulate excess lifetime with truncation or right-censoring

plot.elife_tstab_endpoint

Plot threshold stability plot for endpoint

test_ditrunc_elife

Likelihood ratio test for doubly interval truncated data

Sample observations from an interval truncated excess lifetime distribution

Sample lifetime from excess lifetime model

Sample observations from a left-truncated right-censored excess lifetime distribution

Profile log likelihood for the transformed scale parameter of the generalized Pareto distribution

r_ditrunc_elife

Sample observations from an interval truncated excess lifetime distribution

Profile log likelihood for the scale parameter of the exponential distribution

turnbull_intervals

Turnbull's sets

Likelihood ratio test for covariates

Threshold stability plots

check_arguments

Check default arguments

.censTruncLimitsDtrunc

Identification sets for double truncated data

check_elife_dist

Check parameters of extended lifetime distributions

Box-Cox transformation function

.censTruncLimits

Identification sets

Distribution function of the Beard-Makeham distribution

Beard distribution

Turnbull EM algorithm (low storage implementation)

Confidence intervals for profile likelihoods

Check survival output

England and Wales simulated supercentenarian data

endpoint.profile

Profile likelihood for the endpoint of the generalized Pareto distribution

Threshold stability plots for endpoint

Weighted empirical distribution function

Excess lifetime distributions

Hazard function of the exponential distribution

.turnbull_intervals

Turnbull's sets

Dutch survival data

.turnbull_em_dtrunc

Turnbull EM algorithm (low storage implementation)

Density function of the extended generalized Pareto distribution