UniCensorEM: EM Algorithm for Parameter Estimation Under Censoring Schemes
Performs parameter estimation using the Expectation-Maximization
(EM) algorithm of Dempster, Laird, and Rubin (1977)
<doi:10.1111/j.2517-6161.1977.tb01600.x> for arbitrary univariate
probability distributions under numerous censoring and truncation schemes.
Users supply the probability density function (PDF), cumulative distribution
function (CDF), survival function, initial parameter vector, support bounds,
and observed data; the package automatically estimates parameters using the
EM algorithm under the specified censoring scheme. Supported schemes include
complete data, right censoring, left censoring, interval censoring, random
censoring, block random censoring, Type-I censoring, Type-II censoring,
progressive Type-II censoring (Balakrishnan and Aggarwala (2000,
ISBN:978-1-4612-1334-5)), progressive first failure censoring, joint Type-I
censoring, joint Type-II censoring, balanced joint progressive Type-II
censoring, hybrid censoring, hybrid Type-I censoring, hybrid Type-II
censoring, Type-I hybrid censoring, Type-II progressively hybrid censoring,
doubly Type-II censoring, middle censoring, right truncation, and left
truncation. Standard errors are computed via the observed information matrix
(numerical Hessian), the Louis (1982)
<doi:10.1111/j.2517-6161.1982.tb01203.x> method, and the supplemented EM
(SEM) algorithm of Meng and Rubin (1991)
<doi:10.1080/01621459.1991.10475130>. The package also provides confidence
intervals, model selection criteria (AIC, BIC, AICc, HQIC), goodness-of-fit
statistics (Kolmogorov-Smirnov, Cramer-von Mises, Anderson-Darling),
residual analysis (randomized quantile residuals, generalized residuals),
parametric bootstrap methods, Aitken acceleration for convergence
improvement, and comprehensive visualization tools. References: Wu and Kus
(2009) <doi:10.1016/j.csda.2009.03.010>, Kundu and Joarder (2006)
<doi:10.1016/j.csda.2005.05.002>, Iyer, Jammalamadaka, and Kundu (2008)
<doi:10.1016/j.jspi.2007.03.062>, Banerjee and Kundu (2008)
<doi:10.1109/TR.2008.916890>, Prajapati, Mitra, and Kundu (2019)
<doi:10.1007/s13571-018-0167-0>, Mondal and Kundu (2020)
<doi:10.1080/03610926.2018.1554128>, Ding and Gui (2023)
<doi:10.3390/math11092003>.
| Version: |
0.1.0 |
| Depends: |
R (≥ 4.0.0) |
| Imports: |
stats, graphics, grDevices, utils, methods, numDeriv |
| Suggests: |
testthat (≥ 3.0.0), maxLik, bbmle, survival, boot, future, furrr, parallel, foreach, doParallel, ggplot2, cubature, pracma, knitr, rmarkdown |
| Published: |
2026-07-28 |
| DOI: |
10.32614/CRAN.package.UniCensorEM |
| Author: |
Shikhar Tyagi 
[aut, cre],
Arvind Pandey [aut],
Bhupendra Singh [aut],
Vrijesh Tripathi [aut] |
| Maintainer: |
Shikhar Tyagi <shikhar1093tyagi at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| Language: |
en-US |
| Materials: |
NEWS |
| CRAN checks: |
UniCensorEM results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
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