Hazard Standard Errors

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Description

Get standard errors for the hazard function estimates

Usage

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  se.haz.times(start, end, covar, rate, at_risk_states,
    state_of_interest, alpha, param.deriv, num.transitions,
    num.params, transitions, num.states, length.out = 100)

Arguments

start

start time for the hazard estimates

end

end time for the hazard estimates

covar

covariance matrix for the rate estimates only

rate

latent CTMC rate matrix to estimate the hazard

at_risk_states

potential states of origin

state_of_interest

destination state

alpha

starting distribution (vector)

param.deriv

derivative array for the individual

num.transitions

number of transtions between states in the latent CTMC model with non-zero rates

num.params

number of rate parameters in the latent CTMC rate model

transitions

transition codes for the latent CTMC model

num.states

number of states in the latent CTMC model

length.out

number of points between start and end times to estimate the standard error

Value

standard errors for the subdistribution function

Author(s)

Jane Lange

Examples

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## Not run: 
library(cthmm)
data(DDO_data)

rates.list=get.rate.matrix.list(current.params=DDO_EM$params[1:7],rate.setup=rates.setup,do.list=T)

se=se.haz.times(start=0, end=10,
covar=covariance_DDO$covariance[1:7,1:7],
rate=rates.list[[1]],
at_risk_states=c(1,2),
state_of_interest=3,
alpha=c(1,0,0,0),
param.deriv=rates.setup$deriv.array[,,1],
num.transitions=dim(rates.setup$transition.codes)[1],
num.params=7,
transitions=rates.setup$transition.codes,
num.states=4,
length.out = 1000)

## End(Not run)

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