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tcensReg (version 0.1.7)

MLE of a Truncated Normal Distribution with Censored Data

Description

Maximum likelihood estimation (MLE) of parameters assuming an underlying left truncated normal distribution with left censoring described in Williams, J, Kim, H, and Crespi, C. (2020) . Censoring is assumed to occur above the truncation threshold meaning that only censored observations are observed. Additional maximum likelihood estimation procedures are implemented to solve left censored only and left truncated only problems.

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Install

install.packages('tcensReg')

Monthly Downloads

18

Version

0.1.7

License

MIT + file LICENSE

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Maintainer

Justin Williams

Last Published

July 1st, 2020

Functions in tcensReg (0.1.7)

summary.tcensReg

Method for Returning Summary Statistics for tcensReg S3 Objects
pseudo_r2

Pseudo R2 for tcensReg Objects
tcensReg

Regression Method for Truncated Normal Distribution with Censored Data
rtnorm

Simulate Random Left-Truncated Normal Distribution
tcensReg_gradient

Gradient Vector for Truncated Normal Distribution with Censoring with Linear Equation Mean
print.tcensReg

Method for Printing tcensReg S3 Objects
tcensReg_gradient_sepvar_maxLik

maxLik Gradient Vector for J Independent Truncated Normal Random Variables with Separate Variance
tcensReg_sepvar

Regression Method for Truncated Normal Distribution with Censoring for Independent Truncated Normal Groups
coef.tcensReg

Method for Extracting Coefficient Estimates for tcensReg S3 Objects
tcensReg_gradient_sepvar

Analytic Gradient Vector for J Independent Truncated Normal Random Variables with Separate Variance
vcov.tcensReg

Method for Returning Covariance of Fixed Parameters for tcensReg S3 Objects
predict.tcensReg

Method for Obtaining Fitted Predictions for tcensReg S3 Objects
tcensReg_hess

Hessian Matrix for Truncated Normal Distribution with Censoring with Linear Equation Mean
tcensReg_llike

Log Likelihood for Truncated Normal Distribution with Censoring with Linear Equation Mean
tcensReg_llike_sepvar_maxLik

Log Likelihood for Model for J independent Truncated Normal Variables with Same Mean Structure but Different Variance
tcensReg_llike_sepvar

Log Likelihood for Model for J independent Truncated Normal Variables with Same Mean Structure but Different Variance
tcensReg_optim

Optimization for Truncated Normal Distribution with Censoring with Linear Equation Mean using optim
tcensReg_newton

Newton-Raphson Algorithm for Truncated Normal Distribution with Censoring with Linear Equation Mean