| DOvalidation-package {DOvalidation} | R Documentation |
Kernel Hazard Estimation with Best One-Sided and Double One-Sided Cross-Validation
Description
Local linear hazard estimator and its multiplicatively bias correction, including three bandwidth selection methods: best one-sided cross-validation, double one-sided cross-validation, and standard cross-validation.
Details
| Package: | DOvalidation |
| Type: | Package |
| Version: | 1.1.0 |
| Date: | 2017-10-20 |
| License: | GPL-2 |
Author(s)
M.L. Gamiz, E. Mammen, M.D. Martinez-Miranda and J.P. Nielsen
Maintainer: Maria Dolores Martinez-Miranda <mmiranda@ugr.es>
References
Gamiz, M.L., Mammen, E., Martinez-Miranda, M.D. and Nielsen, J.P.(2016). Double one-sided cross-validation of local linear hazards. Journal of the Royal Statistical Society B, 78, 755-779.
Gamiz, M.L., Martinez-Miranda, M.D. and Nielsen, J.P. (2017). Multiplicative local linear hazard estimation and best one-sided cross-validation. Available at http://arxiv.org/abs/1710.05575
Nielsen, J.P. and Tanggaard, C. (2001). Boundary and bias correction in kernel hazard estimation. Scandinavian Journal of Statistics,28, 675-698.
Examples
data(Iceland)
Oi<-Iceland$D
Ei<-Iceland$E
ti<-40:110 # time is age and it goes from 40 to 110 years
## Local linear hazard estimator
## and its multiplicatively bias corrected version (MBC)
## with best one-sided cross-validated bandwidths
## Note: use functions b.BO and b.BO.MBC to get these bandwidths
## (48.7 and 14.6, respectively)
res.LL<-hazard.LL(xi=ti,Oi=Oi,Ei=Ei,x=ti,b=14.6)
res.MBC<-hazard.MBC(xi=ti,Oi=Oi,Ei=Ei,x=ti,b=48.7)
plot(ti,res.LL$hLL,main='Hazard estimates',xlab='age',ylab='',
type='l',col=4,lwd=2)
lines(ti,res.MBC$hMBC,col=2,lwd=2)
legend("topleft",bt="n",c("Local linear", "MBC"),col=c(4,2),lwd=2)