ppredEG_v0: 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_v0(ypred, y, d, 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)
d	< N s.t. (yd+1, ..., yN) are censored
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.