hazard_elife: Profile likelihood for hazard

In longevity: Statistical Methods for the Analysis of Excess Lifetimes

Profile likelihood for hazard

Description

This function computes the hazard for different elife parametric models with profile-likelihood based confidence intervals. It is also used to provide local hazard plots at varying thresholds.

Usage

hazard_elife(
  x,
  time,
  time2 = NULL,
  event = NULL,
  status = NULL,
  thresh = 0,
  ltrunc = NULL,
  rtrunc = NULL,
  type = c("right", "left", "interval", "interval2"),
  family = c("exp", "gp", "gomp", "weibull", "extgp"),
  weights = rep(1, length(time)),
  level = 0.95,
  psi = NULL,
  plot = FALSE,
  arguments = NULL,
  ...
)

Arguments

x	value of the threshold exceedance at which to estimate the hazard
time	excess time of the event of follow-up time, depending on the value of event
time2	ending excess time of the interval for interval censored data only.
event	status indicator, normally 0=alive, 1=dead. Other choices are TRUE/FALSE (TRUE for death). For interval censored data, the status indicator is 0=right censored, 1=event at time, 2=left censored, 3=interval censored. Although unusual, the event indicator can be omitted, in which case all subjects are assumed to have experienced an event.
status	integer vector giving status of an observation. If NULL (default), this argument is computed internally based on type.
thresh	vector of thresholds
ltrunc	lower truncation limit, default to NULL
rtrunc	upper truncation limit, default to NULL
type	character string specifying the type of censoring. Possible values are "right", "left", "interval", "interval2".
family	string; choice of parametric family
weights	weights for observations
level	numeric; the level for the confidence intervals. Default to 0.95
psi	optional vector of hazard at which to compute the profile log likelihood
plot	logical; if true, display the profile log-likelihood. Default to FALSE.
arguments	a named list specifying default arguments of the function that are common to all elife calls
...	additional arguments for optimization, currently ignored.

Value

an invisible object of class elife_hazard containing information about the profile likelihood

Examples

n <- 2500
time <- samp_elife(n = n, scale = 2,
family = "gp", shape = 0.1,
lower = ltrunc <- runif(n),
upper = rtrunc <- (5 + runif(n)), type2 = "ltrt")
hazard_elife(x = 2, time = time,
 ltrunc = ltrunc, rtrunc = rtrunc, family = "exp")

longevity documentation built on Nov. 12, 2023, 5:07 p.m.