hboxcox: Log Hazard Function for a Box-Cox Process
In event: Event History Procedures and Models

hboxcox

R Documentation

Log Hazard Function for a Box-Cox Process

Description

This function provides information about the Box-Cox distribution with location parameter equal to m, dispersion equal to s, and power transformation equal to f: log hazard. (See 'rmutil' for the d/p/q/r boxcox functions density, cumulative distribution, quantiles, and random generation).

The Box-Cox distribution has density

f(y) = \frac{1}{\sqrt{2 \pi \sigma^2}} \exp(-((y^\nu/\nu-\mu)^2/(2 \sigma^2)))/ (1-I(\nu<0)-sign(\nu)*pnorm(0,\mu,sqrt(\sigma)))

where \mu is the location parameter of the distribution, \sigma is the dispersion, \nu is the family parameter, I() is the indicator function, and y>0.

\nu=1 gives a truncated normal distribution.