# HistHazRateEst: Histogram Hazard Rate Estimator In NPHazardRate: Nonparametric Hazard Rate Estimation

## Description

Implements the histogram hazard rate estimator of Patil and Bagkavos (2012)

## Usage

 1 HazardHistogram(xin, xout, cens, bin) 

## Arguments

 xin A vector of data points. Missing values not allowed. xout A vector of grid points at which the histogram will be calculated. cens A vector of 1s and zeros, 1's indicate uncensored observations, 0's correspond to censored obs. bin Number of bins to use in construction of the histogram.

## Details

The histogram hazard rate estimator is defined in (1), Patil and Bagkavos (2012) by

\hat λ (x) = h_n^{-1} C_{i_{(x)}} = h_n^{-1}f_{i_{(x)}}^0(\bar F_{i_{(x)}}+1)^{-1}.

## Value

A vector with the values of the histogram estimate at each bin.

## Examples

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 SampleSize <-400 ti<-rweibull(SampleSize,0.5,0.8) xout<-seq(0.02, 3.5, length=80) true.hazard<-dweibull(xout,0.5, 0.8)/(1-pweibull(xout, 0.5, 0.8)) cen<-rep.int(1, SampleSize) cen[sample(1:SampleSize, SampleSize/10)]<-0 band<-nlminb(start= 2, obj=cvfunction, control = list(iter.max = 100, x.tol = .001) ,xin=ti, xout= xout, cens = cen, lower=.01, upper=max(xout)) bin<- 3.49 * sd(ti)^2 * SampleSize^(-1/3) /50 #Scott 1979 Biometrika default rule bin<-unlist(band[1]) histest<- HazardHistogram(ti,xout, cen, bin+0.013 ) plot(xout, true.hazard, type="l") lines(histest[,1], histest[,2], col=2, type="s") barplot( histest[,2], rep(bin, times=length(histest[,2]))) lines(xout, true.hazard, type="l", lwd=2, col=2) 

NPHazardRate documentation built on May 2, 2019, 10:24 a.m.