objFunFactory {incubate} | R Documentation |
Factory method for objective function, either according to maximum product of spacings estimation ('MPSE') or according to some flavour of maximum likelihood estimation (e.g., naive ('MLEn') or corrected ('MLEc') or weighted ('MLEw') MLE).
Description
Given the observed data this factory method produces an objective function which is either the negative of the MPSE-criterion H or the negative log-likelihood for MLE.
Usage
objFunFactory(
x,
y = NULL,
distribution = c("exponential", "weibull"),
twoPhase = FALSE,
bind = NULL,
method = c("MPSE", "MLEn", "MLEc", "MLEw"),
profiled = FALSE,
ties = c("density", "equidist", "random", "error"),
verbose = 0
)
Arguments
x |
numeric. observations |
y |
numeric. observations in second group. |
distribution |
character(1). delayed distribution family |
twoPhase |
logical flag. Do we allow for two delay phases where event rate may change? Default is |
bind |
character. parameter names that are bind together (i.e. equated) between both groups |
method |
character(1). Specifies the method for which to build the objective function. Default value is |
profiled |
logical. Should scale parameter be profiled out prior to optimization? |
ties |
character. How to handle ties within data of a group. |
verbose |
integer flag. How much verbosity in output? The higher the more output. Default value is 0 which is no output. |
Details
The objective function takes a vector of model parameters as argument.
From the observations, negative or infinite values are discarded during pre-processing. In any case, the objective function is to be minimized.
Value
the objective function (e.g., the negative MPSE criterion) for given choice of model parameters or NULL
upon errors