cpest {CPsurv}

Estimates change point using shifted intervals

Description

Shifts intervals iteratively and estimates change point at each step. Final change point is calculated by optimization over all estimations.

Usage

cpest(time, event, cpmax, intwd, cpmin, norm.riskset)

Arguments

time

Numeric vector with survival times.

event

Numeric vector indicating censoring status; 0 = alive (censored), 1 = dead (uncensored). If missing, all observations are assumed to be uncensored.

cpmax

Upper bound for estimated change point. Time period is split into intervals up to this point. Has to be an integer value.

intwd

Width of intervals into which the time period is split; default is ceiling(cpmax/20). Has to be an integer value.

cpmin

Lower bound for estimated change point; default is cpmin=0. Has to be an integer value.

norm.riskset

Logical; if TRUE normalized number of units at risk is used within an interval.

Value

A list with estimated change point, p-values of exact binomial test, mean of p-values above estimated change point (part of regression function), lower and upper bounds of confidence intervals.

See Also

cpsurv