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lf_censor

PURPOSE ^

Censored local regression using normal assumption.

SYNOPSIS ^

function fit = lf_censor(x,y,cens,varargin)

DESCRIPTION ^

 Censored local regression using normal assumption.
 
 Usage: fit = lf_censor(x,y,cens,varargin)

 Must provide x, y and cens.
 All other arguments to locfit() can be provided, with the
 exception of weights.

 NEED: Kaplan Meier Estimate. Iterations are fixed.

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function fit = lf_censor(x,y,cens,varargin)
0002 % Censored local regression using normal assumption.
0003 %
0004 % Usage: fit = lf_censor(x,y,cens,varargin)
0005 %
0006 % Must provide x, y and cens.
0007 % All other arguments to locfit() can be provided, with the
0008 % exception of weights.
0009 %
0010 % NEED: Kaplan Meier Estimate. Iterations are fixed.
0011 %
0012 
0013 lfc_y = y;
0014 unc = find(~cens);
0015 
0016 for i = 0:3
0017   fit = locfit(x,lfc_y,varargin{:});
0018   fh = fitted(fit);
0019 
0020   rs = rsum(fit);
0021   df0 = rs(1);
0022   df1 = rs(2);
0023 
0024   rdf = sum(1-cens) - 2*df0 + df1;
0025   sigma = sqrt(sum( (y-fh).*(lfc_y-fh) / rdf));
0026   sr = (y-fh)/sigma;
0027   lfc_y = fh + sigma*normpdf(sr)./normcdf(-sr);
0028   lfc_y(unc) = y(unc);
0029 end;
0030 
0031 return;

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