rcai: Calculate the right censoring augmentation integral

In targeted: Targeted Inference

Calculate the right censoring augmentation integral

Description

For a user defined function H(u|X), computes the integral \int_0^\tau \frac{H(u)|X}{S^c} dM^c(u|X), where $S^c$ is the censoring time survival function and $M^c$ is the censoring is the right censoring martingale with the Doob-Meyer decomposition M^c = N^c - L^c, where N^c is the counting process N^c(s) = I\{\tilde T \leq s \Delta = 0\} and L^c is the compensator L^c(s) = \int_0^s I \{\tilde T \geq u\} d\Lambda^c(u|X).

Usage

rcai(
  T_model,
  C_model,
  data,
  time,
  event,
  tau,
  H_constructor,
  sample = 0,
  blocksize = 0,
  return_all = FALSE,
  ...
)

Arguments

T_model	model for event time
C_model	model for censoring
data	data.frame
time	time variable
event	event variable
tau	stopping time
H_constructor	function H(u|X)
sample	approximate integral by subsampling jump-times
blocksize	evaluate cumhaz in chunks of size blocksize
return_all	if TRUE then bot counting process N and compensator term L are returned
...	additional arguments passed to lower level functions

Value

vector with integral from 0 to all jump-times

Author(s)

Andreas Nordland

targeted documentation built on July 15, 2026, 9:06 a.m.