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comparison rDiff/src/locfit/m/lf_censor.m @ 0:0f80a5141704

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version 0.3 uploaded
author vipints
date Thu, 14 Feb 2013 23:38:36 -0500
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-1:000000000000 0:0f80a5141704
1 function fit = lf_censor(x,y,cens,varargin)
2 %
3 % Censored local regression using normal assumption.
4 % Must provide x, y and cens.
5 % All other arguments to locfit() can be provided, with the
6 % exception of weights.
7 %
8 % NEED: Kaplan Meier Estimate. Iterations are fixed.
9 %
10
11 lfc_y = y;
12 unc = find(~cens);
13
14 for i = 0:3
15 fit = locfit(x,lfc_y,varargin{:});
16 fh = fitted(fit);
17
18 rs = rsum(fit);
19 df0 = rs(1);
20 df1 = rs(2);
21
22 rdf = sum(1-cens) - 2*df0 + df1;
23 sigma = sqrt(sum( (y-fh).*(lfc_y-fh) / rdf));
24 sr = (y-fh)/sigma;
25 lfc_y = fh + sigma*normpdf(sr)./normcdf(-sr);
26 lfc_y(unc) = y(unc);
27 end;
28
29 return;