make_sf {HQM}

Survival function from a hazard

Description

Creates a survival function from a hazard rate which was calculated on a grid.

Usage

make_sf(step_size_s_grid, haz)

Arguments

step_size_s_grid

Numeric value indicating the distance between two grid continuous grid points.

haz

Vector of hazard values. Hazard rate must have been calculated on a time grid.

Details

The function make_sf calculates the survival function

S(t) = \exp (-\int_0^t h(t) dt),

where h is the hazard rate. Here, a discritisation via an equidistant grid \{ t_i \} on [0,t] is used to calculate the integral and it is assumed that h has been calculated for exactly these time points t_i .

Value

A vector of values S(t_i).

Examples

make_sf(0.1, rep(0.1,10))