Logspline Density Estimation for Censored Data

Logspline density estimation is developed for data that may be right censored, left censored or interval censored.In solving the maximum likelihood equations, the Newton-Raphson method is augmented by occasional searches in the direction of steepest ascent.A fully automatic method, which may involve stepwise knot deletion and either AIC or BIC, is used to select the fin~l model.Also, a user interface based on S is described for obtaining estimates of the density function, distribution function and quantile function and for generating a random sample from the fitted distribution.