MixExp: Mixture Exponential Curve constructor function

In gestate: Generalised Survival Trial Assessment Tool Environment

Mixture Exponential Curve constructor function

Description

This creates a Curve object for a Mixture Exponential distribution, commonly used for modelling distributions with subpopulations.
Curve objects contain all necessary information to describe a distribution, including functions and parameters describing it.
Parameterisation follows that used by pexp etc. See Details for more information on parameterisation.

Usage

MixExp(props, lambdas)

Arguments

props	Vector of length x for the probabilities of the subpopulations. Must sum to 1.
lambdas	Vector of length x for the rate parameters for the corresponding subpopulations define by props.

Details

The mixture distribution with rates lambda1 to lambda2 etc and prevalence p1 and p2 etc has parameterisation:
f(x) = p1 lambda1 e^(- lambda1 x) + p2 lambda2 e^(- lambda2 x)+...
F(x) = p1 (1 - e^(- lambda1 x)) + p2 (1 - e^(- lambda2 x))+...

Author(s)

James Bell

Examples

MixExp(props=c(0.8,0.2),lambdas=c(0.01,0.1))

gestate documentation built on April 26, 2023, 5:10 p.m.