\name{EMICM} \alias{EMICM} \title{ Compute the NPMLE for censored data using the EMICM. } \description{ An implementation of the hybrid EM ICM (Iterative convex minorant) estimator of the distribution function proposed by Wellner and Zahn (1997). } \usage{ EMICM(A, EMstep=TRUE, ICMstep=TRUE, keepiter=FALSE, tol=1e-07, maxiter=1000) } \arguments{ \item{A}{ Either the m by n clique matrix or the n by 2 matrix containing the event time intervals. } \item{EMstep}{ Boolean, indicating whether to take an EM step in the iteration. } \item{ICMstep}{ Boolean, indicating whether to take an ICM step. } \item{keepiter}{ Boolean determining whether to keep the iteration states. } \item{tol}{ The maximal L1 distance between successive estimates before stopping iteration. } \item{maxiter}{ The maximal number of iterations to perform before stopping. } } \details{ Lots, and they're complicated too! } \value{ An object of class \code{\link{icsurv}} containing the following components: \item{pf }{ The estimated probabilities.} \item{sigma }{ The NPMLE of the survival function on the maximal antichains. } \item{weights }{ The diagonal of the likelihood function's second derivative. } \item{lastchange }{ A vector of differences between the last two iterations. } \item{numiter }{ The total number of iterations performed.} \item{iter }{ Is only present if \code{keepiter} is true; states of sigma during the iteration.} \item{intmap }{ The real representation associated with the probabilities reported in \code{pf}.} } \references{\emph{A hybrid algorithm for computation of the nonparametric maximum likelihood estimator from censored data}, J. A. Wellner and Y. Zhan, 1997, JASA. } \author{ Alain Vandal and Robert Gentleman } \seealso{ \code{\link{EM}},\code{\link{VEM}}, \code{\link{PGM}} } \examples{ data(cosmesis) csub1 <- subset(cosmesis, subset=Trt==0, select=c(L,R)) EMICM(csub1) data(pruitt) EMICM(pruitt) } \keyword{optimize}