# iHazardRateEst: Kernel Integrated Hazard Rate Estimation In NPHazardRate: Nonparametric Hazard Rate Estimation

## Description

Implements the integrated kernel hazard rate estimator for right censored data, i.e. a kernel estimate of the cummulative hazard function.

## Usage

 1 iHazardRateEst(xin, xout, ikfun, h, ci) 

## Arguments

 xin A vector of data points. Missing values not allowed. xout A vector of grid points at which the estimates will be calculated. ikfun Integrated kernel function to use 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.

## Details

The function iHazardRateEst implements the cummulative hazard rate estimator \hat Λ(x; h_1) given by

\hat Λ(x; h_1) = \int_{-∞}^x λ(t;h_1)dt

where

k(x) = \int_{-∞}^x K(y)\,dy

Note that iHazardRateEst is used in the implementation of the transformed hazard rate estimate TransHazRateEst.

## Value

A vector with the cummulative hazard rate estimates at the designated points xout.

## References

VarBandHazEst, TransHazRateEst, PlugInBand
  1 2 3 4 5 6 7 8 9 10 11 x<-seq(0, 5,length=100) #design points where the estimate will be calculated SampleSize <- 100 ti<- rweibull(SampleSize, .6, 1) #draw a random sample from the actual distribution ui<-rexp(SampleSize, .2) #draw a random sample from the censoring distribution cat("\n AMOUNT OF CENSORING: ", length(which(ti>ui))/length(ti)*100, "\n") x1<-pmin(ti,ui) #this is the observed sample cen<-rep.int(1, SampleSize) #censoring indicators cen[which(ti>ui)]<-0 #censored values correspond to zero huse<-PlugInBand(x1, x, cen, Biweight) arg2<-iHazardRateEst(x1, x, IntEpanechnikov, huse, cen) #Calculate the estimate