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0
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1 function fit = lf_censor(x,y,cens,varargin)
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2 %
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3 % Censored local regression using normal assumption.
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4 % Must provide x, y and cens.
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5 % All other arguments to locfit() can be provided, with the
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6 % exception of weights.
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7 %
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8 % NEED: Kaplan Meier Estimate. Iterations are fixed.
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9 %
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10
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11 lfc_y = y;
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12 unc = find(~cens);
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13
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14 for i = 0:3
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15 fit = locfit(x,lfc_y,varargin{:});
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16 fh = fitted(fit);
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17
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18 rs = rsum(fit);
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19 df0 = rs(1);
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20 df1 = rs(2);
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21
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22 rdf = sum(1-cens) - 2*df0 + df1;
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23 sigma = sqrt(sum( (y-fh).*(lfc_y-fh) / rdf));
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24 sr = (y-fh)/sigma;
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25 lfc_y = fh + sigma*normpdf(sr)./normcdf(-sr);
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26 lfc_y(unc) = y(unc);
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27 end;
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28
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29 return;
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