Censored and truncated data
Censored data point are those whose measured
not known precisely, but are known to lie above or below some limiting
sensitivity. Truncated data points are those which are missing from the
sample altogether due to sensitivity limits.
Astronomy survival analysis for right- and left-censored
including the Kaplan-Meier estimator, several two-sample tests,
bivariate correlation measures and linear regressions. Developed for
astronomy by E. Feigelson of Penn State University.
correlation for censored data
A test for partial correlation between three variables, any
all of which are subject to censoring, based on a generalized Kendall's
tau. Developed for astronomy by M. Akritas (Penn State) and J.
Maximum likelihood estimation of a censored univariate
population. Applied Statistics algorithm #138 distributed by
Maximum likelihood multivariate linear regression with
in the independent variable. Applied Statistics algorithm #139
distributed by Statlib.
Maximum likelihood estimate of mean and covariance of the
truncated multinormal distribution. Applied Statistics algorithm
#249 distributed by Statlib.
Fits mixture of normals to grouped and truncated
Applied Statistics algorithm #254 distributed by Statlib.
two-sample test with censoring
Wei-Lachin generalized Wilcoxon and log-rank tests for
multivariate data. Applied Statistics algorithm #262 distributed by
Linear least squares problems with upper and lower bounds
variables. By R. L. Parker (Scripps) and P. B. Stark (UC
Berkeley) and distributed by Statlib.