R/covariance.R

In InferenceSMR: Inference About the Standardized Mortality Ratio when Evaluating the Effect of a Screening Program on Survival

covariance<-function (t_i, delta_i, beta, time1, z1, time2, z2, S0_i, S1_i, 
    S02_i, Omega_1) {
    z1 = t(z1)
    z2 = t(z2)
    n = length(t_i)
    cov = 0
    x = seq(1:n)[t_i <= min(time1, time2) & delta_i != 0]
    cov = sum(1/S02_i[x])
    cov = 1/n * exp(t(beta) %*% (z1 + z2)) * cov + as.matrix(t(h(t_i, 
        delta_i, beta, time1, z1, S0_i, S1_i))) %*% Omega_1 %*% 
        as.matrix(h(t_i, delta_i, beta, time2, z2, S0_i, S1_i))
    return(cov/n)
}