R/confBandCox.R

In bozenne/riskRegressionLight: Light version of the package riskRegression

### confBandCox.R --- 
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## author: Brice Ozenne
## created: apr 21 2017 (17:40) 
## Version: 
## last-updated: jun  6 2018 (15:48) 
##           By: Brice Ozenne
##     Update #: 28
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### Commentary: 
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### Change Log:
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### Code:

#' @title Compute quantiles of a gaussian process
#' @description Compute quantiles of a gaussian process
#' 
#' @param iid The iid decomposition of the estimator over time.
#' @param se The variance of the estimate over time.
#' @param n.sim The number of simulations used to compute the quantiles.
#' @param conf.level Level of confidence.
#' 
confBandCox <- function(iid, se, n.sim, conf.level){    
    # NOTE
    # iid must be (n.new,n.times,n.object)
    #  se must be (n.new,n.times)
    dimTempo <- dim(iid)

    new.quantile <- quantileProcess_cpp(nObject = dimTempo[3],
                                        nNew = dimTempo[1],
                                        nSim = n.sim,
                                        iid = aperm(iid, c(2,3,1)),
                                        se = t(se),
                                        confLevel = conf.level)
    
    return(new.quantile)
}


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### confBandCox.R ends here