Description Usage Arguments Details Value References See Also Examples
Implements the integrated kernel hazard rate estimator for right censored data, i.e. a kernel estimate of the cummulative hazard function.
1 | iHazardRateEst(xin, xout, ikfun, 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. |
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. |
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
.
A vector with the cummulative hazard rate estimates at the designated points xout.
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
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