ppredEG: The Exponential-Gamma Predictive Distribution

In vgharris3/predictiveInference: Predictive Inference Tools for Researchers

The Exponential-Gamma Predictive Distribution

Description

The Exponential-Gamma Predictive Distribution

Usage

ppredEG(ypred, y, c, dt, gm)

Arguments

ypred	survival time(s) for which predictive density is desired
y	ordered list of observed survival times and censored survival times (y1,...,yN), yi ~ exp(theta), theta ~ Gamma(dt, gm)
c	censoring indicator (vector of 0s and 1s for censored and fully observed, respectively)
dt	Gamma shape parameter for distribution of theta
gm	Gamma rate parameter for distribution of theta

Value

Exponential-Gamma cumulative predictive probability

Examples

1

vgharris3/predictiveInference documentation built on April 23, 2022, 3:11 p.m.