View source: R/simulate_t_weibull.R
simulate_t_weibull | R Documentation |
This function implements the algorithm proposed by Bender et al. (2005) to simulate survival times from a Weibull model. In essence, it is simply the application of the Inverse Transformation Method.
simulate_t_weibull(n, lambda, nu, X, beta, seed = 1)
n |
sample size |
lambda |
Weibull location parameter, positive |
nu |
Weibull scale parameter, positive |
X |
design matrix (n rows, p columns) |
beta |
p-dimensional vector of regression coefficients associated to X |
seed |
random seed (defaults to 1) |
A vector of survival times
Mirko Signorelli
Bender, R., Augustin, T., & Blettner, M. (2005). Generating survival times to simulate Cox proportional hazards models. Statistics in medicine, 24(11), 1713-1723.
Signorelli, M. (2024). pencal: an R Package for the Dynamic Prediction of Survival with Many Longitudinal Predictors. To appear in: The R Journal. Preprint: arXiv:2309.15600
Signorelli, M., Spitali, P., Al-Khalili Szigyarto, C, The MARK-MD Consortium, Tsonaka, R. (2021). Penalized regression calibration: a method for the prediction of survival outcomes using complex longitudinal and high-dimensional data. Statistics in Medicine, 40 (27), 6178-6196. DOI: 10.1002/sim.9178
# generate example data
set.seed(1)
n = 50
X = cbind(matrix(1, n, 1),
matrix(rnorm(n*9, sd = 0.7), n, 9))
beta = rnorm(10, sd = 0.7)
times = simulate_t_weibull(n = n, lambda = 1, nu = 2,
X = X, beta = beta)
hist(times, 20)
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