[R] MLE for censored distributions in R

Terry Therneau therneau at mayo.edu
Wed Jan 23 15:21:09 CET 2008


> 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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