longevity

The longevity package proposes estimation routines for modeling excess lifetime. Core functionalities include maximum likelihood estimation for parametric models (exponential, Gompertz, Weibull, generalized Pareto, extended generalized Pareto, piecewise generalized Pareto), threshold selection plots for survival data, nonparametric maximum likelihood estimation, profile likelihood estimation for the endpoint of the distribution of exceedances.

Installation

You can install the development version of longevity from GitHub with:

# install.packages("devtools")
# devtools::install_github("lbelzile/longevity")
install.packages("longevity", repos = c('https://lbelzile.r-universe.dev', 'https://cloud.r-project.org'))

Features

• maximum likelihood estimation routines
• simulation of left-truncated and right-truncated/right-censored data
• hazard plots with profile-likelihood based confidence intervals
• threshold selection diagnostics with profile and Wald pointwise confidence intervals
• quantile-quantile plots
• likelihood ratio tests for nested models
• likelihood ratio tests for a categorical explanatory
• score and likelihood ratio tests for piecewise generalized Pareto distribution, extending Northrop and Coleman (2014), with $p$-value paths
• nonparametric maximum likelihood estimate of the distribution function with arbitrary truncation and censoring using the EM algorithm of Turnbull (1976) - C++ implementation.
• profile likelihood for generalized Pareto (endpoint)
• hazard functions for all parametric models, using helife