dheft: Heft: hazard estimation with flexible tails

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dheftR Documentation

Heft: hazard estimation with flexible tails

Description

Density (dheft), cumulative probability (pheft), hazard rate (hheft), quantiles (qheft), and random samples (rheft) from a heft object

Usage

dheft(q, fit) 
hheft(q, fit) 
pheft(q, fit) 
qheft(p, fit) 
rheft(n, fit) 

Arguments

q

vector of quantiles. Missing values (NAs) are allowed.

p

vector of probabilities. Missing values (NAs) are allowed.

n

sample size. If length(n) is larger than 1, then length(n) random values are returned.

fit

heft object, typically obtained from heft.

Details

Elements of q or p that are missing will cause the corresponding elements of the result to be missing.

Value

Densities (dheft), hazard rates (hheft), probabilities (pheft), quantiles (qheft), or a random sample (rheft) from a heft object.

Author(s)

Charles Kooperberg clk@fredhutch.org.

References

Charles Kooperberg, Charles J. Stone and Young K. Truong (1995). Hazard regression. Journal of the American Statistical Association, 90, 78-94.

Charles J. Stone, Mark Hansen, Charles Kooperberg, and Young K. Truong. The use of polynomial splines and their tensor products in extended linear modeling (with discussion) (1997). Annals of Statistics, 25, 1371–1470.

See Also

heft, plot.heft, summary.heft.

Examples

fit <- heft(testhare[,1],testhare[,2])
dheft(0:10,fit)
hheft(0:10,fit)
pheft(0:10,fit)
qheft((1:19)/20,fit)
rheft(10,fit)

polspline documentation built on Nov. 23, 2022, 1:05 a.m.

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