map_hazard_to_density {haldensify}

Map Predicted Hazard to Predicted Density for a Single Observation

Description

Map Predicted Hazard to Predicted Density for a Single Observation

Usage

map_hazard_to_density(hazard_pred_single_obs)

Arguments

hazard_pred_single_obs

A numeric vector of predicted hazard of failure in a given bin (under a given partitioning of the support) for a single observational unit based on a long format data structure (from format_long_hazards). This is the probability that a given value falls in a corresponding bin, given that it has not yet failed (fallen in a preceding bin), as per Díaz I, van der Laan MJ (2011). “Super learner based conditional density estimation with application to marginal structural models.” International Journal of Biostatistics, 7(1), 1–20..

Details

For a single observation, map a predicted hazard of failure (as an occurrence in a particular bin, under a given partitioning of the support) to a density.

Value

A matrix composed of a single row and a number of columns specified by the grid of penalization parameters used in fitting of the highly adaptive lasso. This is the predicted conditional density for a given observation, re-mapped from the hazard scale.