lambdahat {NPHazardRate} | R Documentation |
Discrete non parametric mle hazard rate estimator
Description
Implementation of the purely nonparametric discrete hazard rate estimator lambdahat
discussed among others in Patil and Bagkavos (2012). lambdahat
is also used as the nonparametric component in the implementation of SemiparamEst
.
Usage
lambdahat(xin, cens, xout)
Arguments
xin |
A vector of data points. Missing values not allowed. |
cens |
Censoring indicators as a vector of 1s and zeros, 1's indicate uncensored observations, 0's correspond to censored obs. |
xout |
The grid points where the estimates will be calculated. |
Details
The discrete - crude - hazard rate estimator (NPMLE) in Patil and Bagkavos (2012) is given by
\hat \lambda(t_k) = \frac{n^0_k}{m_k+1}
Value
Returns a vector with the values of the hazard rate estimates at x=xout
.
References
See Also
Examples
options(echo=FALSE)
xin<-c(7,34,42,63,64, 74, 83, 84, 91, 108, 112,129, 133,133,139,140,140,146,
149,154,157,160,160,165,173,176,185, 218,225,241, 248,273,277,279,297,
319,405,417,420,440, 523,523,583, 594, 1101, 1116, 1146, 1226, 1349,
1412, 1417)
cens<-c(1,1,1,1,1,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0,1,1,1,1,1,1,
0,1,0,1,1,1,1,1,0,1,1,1,0,1)
xin<-xin/30.438 #Adjust the data
storage.mode(xin)<-"integer" # turn the data to integers
xout<-seq(1,47, by=1) # define the grid points to evaluate the estimate
arg<-TutzPritscher(xin,cens,xout) #Discrete kernel estimate
plot(xout, arg, type="l", ylim=c(0, .35), lty=2, col=6) # plot the estimate
argSM<-lambdahat(xin, cens, xout) #crude nonparametric estimate
lines(xout, argSM, lty=3, col=5) # plot the crude estimate
[Package NPHazardRate version 0.1 Index]