DerivCumulHazard: Cumulative hazard (integral of hazard) and its first and...

In survPen: Multidimensional Penalized Splines for (Excess) Hazard Models, Relative Mortality Ratio Models and Marginal Intensity Models

Cumulative hazard (integral of hazard) and its first and second derivatives wrt regression parameters beta

Description

Cumulative hazard (integral of hazard) and its first and second derivatives wrt regression parameters beta

Usage

DerivCumulHazard(
  X_GL,
  weights,
  tm,
  n_legendre,
  n,
  p,
  beta,
  expected,
  type,
  is_pwcst,
  pwcst_weights
)

Arguments

X_GL	list of matrices (length(X.GL)=n.legendre) for Gauss-Legendre quadrature
weights	vector of weights for Gauss-Legendre integration on [-1;1]
tm	vector of midpoints times for Gauss-Legendre integration; tm = 0.5*(t1 - t0)
n_legendre	number of nodes for Gauss-Legendre quadrature
n	number of individuals in the dataset
p	number of regression parameters
beta	vector of estimated regression parameters
expected	vector of expected hazard rates
type	"net", "overall" or "mult"
is_pwcst	True if there is a piecewise constant baseline specified. False otherwise
pwcst_weights	if is.pwcst is TRUE, matrix of weights giving the time contribution of each individual on each sub-interval. Otherwise NULL

Value

List of objects with the following items:

integral	cumulative hazard (integral of hazard)
f.first	first derivative of cumulative hazard wrt beta
f.second	second derivative of cumulative hazard wrt beta

survPen documentation built on April 4, 2025, 3:06 a.m.