Re: [R] MLE for censored distributions in R

From: Terry Therneau <therneau_at_mayo.edu>
Date: Wed, 23 Jan 2008 08:21:09 -0600 (CST)


> Hi just wondering if there is a package that can get the maximum likelihood
> or method of moments estimator for distributions with censored data? The
> distributions I'm interested in are: Exponential, pareto, beta, gamma and
> lognormal.

  Look at the survreg function in the survival library. It can find the MLE for any distribution for which g(y) can be written in a location-scale form, for some transform g. See names(survreg.distributions) for a list of those that are built in; others can be added.   

          Terry Therneau



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