NelsonAalen: Nelson Aalen Estimator

In nathanesau/lmodels: Loss Models Functions

Description

Cumulative hazard function estimate using Nelson Aalen method

Usage

NelsonAalen(x, rs, survival = FALSE)

Arguments

x	The value to pass to the Nelson Aalen function
rs	is the output from RiskSet(...)
survival	If TRUE return estimate of survival function, otherwise return estimate of cumulative hazard function

Details

To get estimate of survival function take exp(-H(x)) where H(x) is the cumulative hazard rate

Value

The estimate of the cumulative hazard function at a given value of x

Examples

x <- c(1.0,1.3,1.5,1.5,2.1,2.1,2.1,2.8)
rs <- RiskSet(x)
plot(function(y) NelsonAalen(y,rs), 0, 3,
     type='s', ylab="H(x)", main="Nelson-Aalen estimate of H(x)")

nathanesau/lmodels documentation built on May 23, 2019, 12:19 p.m.