View source: R/sampled.kendall.tau.R
sampled.kendall.tau | R Documentation |
This function computes an estimate of the residual (after adjustment
for covariates) Kendall's tau for the bivariate survival model fitted
using the functions bayesHistogram
or
bayesBisurvreg
.
For both these function their argument prior$specification
must
be equal to 2!
When G is a bivariate distribution function, the population version of the Kendall's tau is defined as
tau = 4*int G dG - 1
.
For the model estimated using one of the above mentioned functions the value of Kendall's tau at each iteration of MCMC is equal to
4*sum[i=-K[1]][K[1]]sum[j=-K[2]][K[2]]sum[k=-K[1]][K[1]]sum[l=-K[2]][K[2]] w[i,j]*w[k,l]* Phi((mu[1,i] - mu[1,k])/(sqrt(2)*sigma[1])) * Phi((mu[2,j] - mu[2,l])/(sqrt(2)*sigma[2])) - 1,
where mu[1,-K[1]],...,mu[1,K[1]] are knots in the first margin, mu[2,-K[2]],...,mu[2,K[2]] are knots in the second margin, sigma[1] is the basis standard deviation in the first margin, sigma[2] is the basis standard deviation in the second margin, and w[i,j], i=-K[1],...,K[1], j=-K[2],...,K[2] are the G-spline weights.
sampled.kendall.tau(dir = getwd(), extens = "", K, skip = 0, by = 1, last.iter, nwrite)
dir |
directory where to search for files (‘mixmoment.sim’, ‘mweight.sim’, ‘mmean.sim’, ‘gspline.sim’) with the MCMC sample. |
extens |
an extension used to distinguish different sampled
G-splines if more G-splines were used in one simulation (with
doubly-censored data) According to which
|
K |
a~vector of length 2 specifying the number of knots at each side of the middle knot for each dimension of the G-spline. |
skip |
number of rows that should be skipped at the beginning of each *.sim file with the stored sample. |
by |
additional thinning of the sample. |
last.iter |
index of the last row from *.sim files that should be
used. If not specified than it is set to the maximum available
determined according to the file |
nwrite |
frequency with which is the user informed about the
progress of computation (every |
A vector with sampled values of the Kendall's tau.
Arnošt Komárek arnost.komarek@mff.cuni.cz
Komárek, A. (2006). Accelerated Failure Time Models for Multivariate Interval-Censored Data with Flexible Distributional Assumptions. PhD. Thesis, Katholieke Universiteit Leuven, Faculteit Wetenschappen.
Komárek, A. and Lesaffre, E. (2006). Bayesian semi-parametric accelerated failurew time model for paired doubly interval-censored data. Statistical Modelling, 6, 3 - 22.
## See the description of R commands for ## the models described in ## Komarek (2006), ## Komarek and Lesaffre (2006), ## ## R commands available ## in the documentation ## directory of this package ## - see ex-tandmobPA.R and ## https://www2.karlin.mff.cuni.cz/~komarek/software/bayesSurv/ex-tandmobPA.pdf ##
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.