Nothing
library(ipred)
suppressWarnings(RNGversion("3.5.3"))
# check if SdiffKM computes
#
# int_start^stop (exp(-h*t) - c)^2 dt
#
# in the correct way
# low-level interface needed
myfoo <- function(times, prob, h, window=0.0001) {
.Call("SdiffKM", as.double(c(0, times)),
as.double(c(prob[1], prob)), as.double(c(h,
window)), PACKAGE = "ipred")
}
# to compare with
mexp <- function(start, stop, haz, c=0) {
foo <- function(t)
exp(-2*haz*t)/(-2*haz) - 2*c*exp(-haz*t)/(-haz) + c^2*t
foo(stop) - foo(start)
}
times <- seq(from=0.01, to=8, by=0.01)
for (myc in c(0,0.5,0.9)) {
for (h in c(1,2,3)) {
prob <- rep(myc, length(times))
a <- round(mexp(0, max(times), h, c=myc),7)
b <- round(myfoo(times, prob, h), 7)
stopifnot(all.equal(a,b))
}
}
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