ppexp: Compute cdf of the piecewise exponential distribution

In bayesDP: Implementation of the Bayesian Discount Prior Approach for Clinical Trials

Compute cdf of the piecewise exponential distribution

Description

ppexp is used to compute the cumulative distribution function of the piecewise exponential distribution. The function is ported from R to C++ via code adapted from the msm package.

Usage

ppexp(q, x, cuts)

Arguments

q	scalar. The time point at which the cdf is to be computed.
x	vector or matrix. The hazard rate(s).
cuts	vector. Times at which the rate changes, i.e., the interval cut points. The first element of cuts should be 0, and cuts should be in increasing order. Must be the same length as x (vector) or have the same number of columns as x (matrix)

Details

The code underlying ppexp is written in C++ and adapted from R code used in the msm package.

Value

The cumulative distribution function computed at time q, hazard(s) x, and cut points cuts.

Examples

# Single vector of hazard rates. Returns a single cdf value.
q <- 12
x <- c(0.25, 0.3, 0.35, 0.4)
cuts <- c(0, 6, 12, 18)
pp <- ppexp(q, x, cuts)

# Matrix of multiple vectors of hazard rates. Returns 10 cdf values.
x <- matrix(rgamma(4 * 10, 0.1, 0.1), nrow = 10)
pp <- ppexp(q, x, cuts)

bayesDP documentation built on March 18, 2022, 7:41 p.m.