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Last data update: 2014.03.03

R: Log Cross-Validated Likelihood

likelihoodcv

R Documentation

Log Cross-Validated Likelihood

Description

Log Cross-Validated Likelihood for interval-censored data. The likelihood is the product of integrals over the innermost intervals. Leave-one-out cross-validation here is accomplished by leaving out each innermost interval and re-computing the integral using the remaining data.

Usage

likelihoodcv(p, data, m=101)

Arguments

`p`	A scalar specifying the bandwidth used in the kernel density estimate.
`data`	A matrix with two columns, consisting of left and right endpoints of the interval data
`m`	numeric quantity which controls the number of grid points used in the density estimate

Value

A scalar value.

Author(s)

W.J. Braun

References

Braun, J., Duchesne, T. and Stafford, J.E. (2005) Local likelihood density estimation for interval censored data. Canadian Journal of Statistics 33: 39-60.