Censored and truncated data

Censored data point are those whose measured properties are 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.

ASURV

Astronomy survival analysis for right- and left-censored data including the Kaplan-Meier estimator, several two-sample tests, bivariate correlation measures and linear regressions. (P)

SURVAN

Survival calculations including Kaplan-Meier estimation, log-rank and Gehan k-sample tests, Cox proportional haxards and logistic regression. (P)

Partial correlation for censored data

A test for partial correlation between three variables, any or all of which are subject to censoring, based on a generalized Kendall's tau.

Mean & standard deviation

Maximum likelihood estimation of a univariate normal population.

Linear regression

Maximum likelihood multivariate linear regression with censoring in the independent variable.

Mean of truncated multivariate dataset

Maximum likelihood estimate of mean and covariance of the truncated multinormal distribution.

Mixture models for truncated data

Fits mixture of normals to grouped and truncated data.

Multivariate two-sample test with censoring

Wei-Lachin, generalized Wilcoxon and log-rank tests for multivariate data.

Bounded variable least squares

Linear least squares problems with upper and lower bounds on the variables.