Description Usage Arguments Value Note Author(s) Examples
It takes the paramter of the parametric part (or its theorized value) and calculate the values of the estimator at the jump times; it also gives the values of the estimator for the variance of the intensity estimator.
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dat |
a data frame containing the right-censored counting process data |
parest |
the estimate of parameter of the parametric part of the CoxSEI model |
hessian |
the hessian matrix returned by the optimization procedure in the estimation of the parametric part based on partial likelihood |
vcovmat |
the variance-covariance matrix of the estimator of the the parametric components; defaulted to the inverse of the hessian matrix |
m |
autoregressive order in the excitation part of the intensity |
gfun |
the excitation function; defaults to the exponential decay function |
gfungrd |
derivative/gradient function of the excitation function |
a list giving the jump times and values at these of the estimator of the cumulative baseline intensity function.
x |
the ordered death/event times |
y |
the value of the estimator of the intensity function at the observed death/event times |
varest |
the value of the estimator of the variance of the estimator of the intensity function, at the jump times |
The step function can be obtained using stepfun
, and plotted by setting
type="s"
in the plot
function.
Currently doesn't compute the standard error or variance estimator of the baseline cumulative intensity estimator.
Feng Chen <feng.chen@unsw.edu.au>
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