fastkm: fastkm

In AHR: Estimation and Testing of Average Hazard Ratios

Description

Fast Kaplan-Meier estimator

Usage

fastkm(time, status, ltrunc = rep.int(0, length(time)),
  left.limit = FALSE, eval = time)

Arguments

time	vector of right-censored survival times
status	censoring indicator for each element of time (0 = right-censored, 1 = event)
ltrunc	vector of left-truncation times
left.limit	indicates wether estimated survival function is left continuous
eval	points at which the estimated survival function should be evaluated

Details

This function calculates the Kaplan-Meier estimator for right-censored survival data, at arbitrary time points. It can handle left-truncated and/or right-censored data with ties. Avoids the overhead of the survfit or prodlim functions by stripping away most of the features not needed here.

Value

A list containing the vectors time, surv and variance, and n.atrisk

See Also

survfit and prodlim

Examples

T <- rexp(100)
C <- rexp(100)
Y <- pmin(T, C)
D <- T <= C
sort(fastkm(Y, D)$surv, decreasing=TRUE)
# should be exactly the same as
fit <- survfit(Surv(Y, D) ~ 1)
f <- approxfun(fit$time, fit$surv, f=0, rule=2, yleft=1)
f(fit$time)

AHR documentation built on May 2, 2019, 2:38 a.m.