KaplanMeierEstimates.GetLogLikelihood Method

KaplanMeierEstimatesGetLogLikelihood Method

Returns the Kaplan-Meier log-likelihood of the group with the specified group value.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public virtual double GetLogLikelihood(
	double groupValue
)

Public Overridable Function GetLogLikelihood ( 
	groupValue As Double
) As Double

public:
virtual double GetLogLikelihood(
	double groupValue
)

abstract GetLogLikelihood : 
        groupValue : float -> float 
override GetLogLikelihood : 
        groupValue : float -> float

Type: Double
A double representing the Kaplan-Meier log-likelihood of the group which has value groupValue.

Remarks

The Kaplan-Meier log-likelihood is computed as:

$\ell = \sum\limits_j {d_{(j)} \,{\text{ln}}\,d_{(j)} + \,(n_{(j)} - d_{(j)} ){\text{ln(}}n_{(j)} - d_{(j)} )\, - n_{(j)} {\text{ln}}\,n_{(j)} }$

where the sum is with respect to the distinct failure times $s_{(j)}$ .