Statistical Methods for the Analysis of Excess Lifetimes
Beard distribution
Distribution function of the Beard-Makeham distribution
Box-Cox transformation function
Check default arguments
Check parameters of extended lifetime distributions
Confidence intervals for profile likelihoods
Identification sets
Identification sets for double truncated data
Check survival output
Turnbull EM algorithm (low storage implementation)
Turnbull EM algorithm (low storage implementation)
Turnbull's sets
Weighted empirical distribution function
Excess lifetime distributions
Profile likelihood for the endpoint of the generalized Pareto distribu...
Threshold stability plots for endpoint
Hazard function of the exponential distribution
Density function of the extended generalized Pareto distribution
Distribution function of the extended Weibull distribution
Fit excess lifetime models for doubly interval truncated data
Fit excess lifetime models by maximum likelihood
Distribution function of the Gompertz distribution
Distribution function of the Gompertz-Makeham distribution
Distribution function of the generalized Pareto distribution
Piece-wise generalized Pareto distribution
Profile likelihood for hazard
Hazard function for various parametric models
Hazard function of the Weibull distribution
Goodness-of-fit diagnostics
Log posterior distribution with MDI priors
Score test of Northrop and Coleman
Score test of Northrop and Coleman
Likelihood for doubly interval truncated data
Likelihood for arbitrary censored and truncated data
Nonparametric estimation of the survival function
Marginal log likelihood function of the nonparametric multinomial with...
Nonparametric maximum likelihood estimation for arbitrary truncation
Hazard function of the Perks distribution
Distribution function of the Perks-Makeham distribution
Distribution function of the extended generalized Pareto distribution
Plot empirical distribution function
P-value plot for Northrop and Coleman diagnostic
Goodness-of-fit plots for parametric models
Plot profile of endpoint
Plot threshold stability plot for endpoint
Threshold stability plots
Profile log likelihood for the scale parameter of the exponential dist...
Profile log likelihood for the transformed scale parameter of the gene...
Profile log likelihood for the shape parameter of the generalized Pare...
Sample observations from an interval truncated excess lifetime distrib...
Sample observations from an interval truncated excess lifetime distrib...
Sample observations from a left-truncated right-censored excess lifeti...
Simulate excess lifetime with truncation or right-censoring
Sample lifetime from excess lifetime model
Likelihood ratio test for doubly interval truncated data
Likelihood ratio test for covariates
Threshold stability plots
Turnbull's sets
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) <doi:10.1111/j.2517-6161.1976.tb01597.x>, 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) <doi:10.1007/s10687-017-0305-5>; Belzile et al. (2021) <doi:10.1098/rsos.202097> and Belzile et al. (2022) <doi:10.1146/annurev-statistics-040120-025426>.