Description Usage Arguments Details Value References
Auxiliary functions for discrete semiparametric and kernel smooth hazard rate estimation
1 2 3 4 5 6 | nsf(xin, cens, xout)
Tm(tk, xout, distribution, par1, par2)
CparamCalculation(gamparam, VehHazard)
power.matrix(M, n)
base(m, b)
SmoothedEstimate(NonParEst, VehHazard, gammapar, SCproduct, Cpar)
|
xin |
A vector of data points. Missing values not allowed. |
cens |
A vector of 1s and zeros, 1's indicate uncensored observations, 0's correspond to censored obs. |
xout |
The points where the estimate should be calculated. |
tk |
desing points for the NPMLE estimate. |
distribution |
which distribution to use? |
par1 |
distribution parameter 1 |
par2 |
distribution parameter 2 |
gamparam |
gamma parameter |
M |
a matrix to be raised to a power |
n |
the power the matrix will be raised at |
m |
express m as a power of b |
b |
express m as a power of b |
NonParEst |
The crude nonparametric hazard rate estimate. |
VehHazard |
Vehicle hazard rate |
gammapar |
gamma parameter |
SCproduct |
SC product, the result of DetermineSCprod |
Cpar |
C parameter, the result of CparamCalculation. |
Auxiliary functions for discrete hazard rate estimators. The function nsf
is used for the kernel smooth estimate TutzPritscher
.
Tm used to calculate \max(t_k; 1-∑_{l=0}^k η_l > ε), ε>0 in the implementation of the semiparametric estimate
CparamCalculationreturns the C smoothing parameter calculated as C= γ/\max_{k ≥q 0} ( λ(t_{k-1}) + λ(t_k) + λ(t_{k+1}) )
DetermineSCprodthis finds SC = γ((n+1) \hat B_1)^{-1} \hat V_1 n = number of obs, gammapar = sum of vehicle haz at xout (computed elsewhere)
A vector with the values of the hazard rate estimates.
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