TutzPritscher: Discrete non parametric kernel hazard rate estimator

In NPHazardRate: Nonparametric Hazard Rate Estimation

Description

Implementation of the kernel discrete hazard rate estimator of Tutz and Pritscher (1996) based on the discrete Habbema kernel. The estimate is used for comparison with the semiparametric estimate deveoped in Tutz and Pritscher (1996).

Usage

 TutzPritscher(xin, cens, xout)

Arguments

xin	A vector of data points. Missing values not allowed.
cens	Censoring indicators as a vector of 1s and zeros, 1's indicate uncensored observations, 0's correspond to censored obs.
xout	The grid points where the estimates will be calculated.

Details

The discrete kernel estimate of Tutz and Pritscher (1996) is defined by

λ(t_m|v) =

where w_m is the discrete Habbema kernel.

Value

Returns a vector with the values of the hazard rate estimates at x=xout.

References

Tutz, G. and Pritscher, L. Nonparametric Estimation of Discrete Hazard Functions, Lifetime Data Anal, 2, 291-308 (1996)

See Also

SemiparamEst

Examples

options(echo=FALSE)
xin<-c(7,34,42,63,64, 74, 83, 84, 91, 108, 112,129, 133,133,139,140,140,146,
      149,154,157,160,160,165,173,176,185, 218,225,241, 248,273,277,279,297,
      319,405,417,420,440, 523,523,583, 594, 1101, 1116, 1146, 1226, 1349,
      1412, 1417)
cens<-c(1,1,1,1,1,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0,1,1,1,1,1,1,
        0,1,0,1,1,1,1,1,0,1,1,1,0,1)
xin<-xin/30.438    #Adjust the data
storage.mode(xin)<-"integer"  # turn the data to integers
xout<-seq(1,47, by=1)  # define the grid points to evaluate the estimate
arg<-TutzPritscher(xin,cens,xout)   #Discrete kernel estimate
plot(xout, arg, type="l", ylim=c(0, .35), lty=2,  col=6) # plot the estimate
argSM<-lambdahat(xin, cens, xout)  #crude nonparametric estimate
lines(xout, argSM, lty=3, col=5) # plot the crude estimate

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