Description Usage Arguments Details Value References
Implements the kernel estimate of the second derivative of the hazard rate for right censored data defined - based on the estimate of Tanner and Wong (1983). The implementation is based on the second derivative of the Biweight Kernel.
1 | SDHazardRateEst(xin, xout, h, ci)
|
xin |
A vector of data points. Missing values not allowed. |
xout |
A vector of grid points at which the estimates will be calculated. |
h |
A scalar, the bandwidth to use in the estimate. |
ci |
A vector of censoring indicators: 1's indicate uncensored observations, 0's correspond to censored obs. |
The function SDHazardRateEst
implements the kernel estimate of the second derivative of the hazard rate estimator, given by
\hat λ_2(x;h) = ∑_{i=1}^n \frac{K_h''(x-X_{(i)})δ_{(i)}}{n-i+1}
where K is taken to be the Biweight
kernel. The function is used for estimation of the functional R(λ'') in PlugInBand
so a default bandwidth rule is used for h provided in (16), Hua, Patil and Bagkavos (2018).
A vector with the second derivative of the hazard rate at the designated points xout.
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