plotHR: Plot the estimator of the hazard rate computed by the...

In EstSimPDMP: Estimation and Simulation for PDMPs

Description

Function for plotting the hazard rate estimator computed by the function HR between two times.

Usage

plotHR(dat,tmin,tmax,N,h,alpha,bound)

Arguments

dat	data from which the estimator is to be computed.
tmin	the estimator is computed from time tmin to time tmax. tmax is greater than tmin.
tmax	the estimator is computed from time tmin to time tmax. tmax is greater than tmin. In addition, tmax must be less than bound.
N	size of the grid plot.
h	bandwith.
alpha	strictly positive real number. If h is NULL, the bandwith is 1/n^alpha where n is the number of data.
bound	the estimator is computed as an integral between the times 0 and bound. bound may be the deterministic time of censorship. The default value is Inf: it means that there is no censorship. Moreover, tmax must be less than bound.

Author(s)

Romain Azais

References

Ramlau-Hansen H. Smoothing counting process intensities by means of kernel functions The Annals of Statistics, Vol. 11, No.2, (1983) 453-466

Andersen P.K., Borgan O., Gill R.D., Keiding N. Statistical models based on counting processes Springer Series in Statistics. Springer-Verlag, New-York (1993)

See Also

HR

Examples

# plotHR

# Simulation of 100 independent exponential random variables
dat<-rexp(100,1)

# Estimation of the exponential hazard rate between 0 and 2
plotHR(dat,1,2,100,h=0.2)

# Theoretical hazard rate of exponential distribution
points(1:2,c(1,1),col="blue",type="l")

EstSimPDMP documentation built on May 2, 2019, 3:40 p.m.