Compute Constant Rates of Piecewise Exponential Distribution

This function computes the rate parameters lambda in each of the time windows. lambda are natural parameters of piecewise exponential distribution, but in practice, users may define the distribution by specifying the survival probabilities at time points where event rates change.

This function returns a data frame, which can be used as input of the argument risk of the data generator PiecewiseConstantExponentialRNG.

Usage

solvePiecewiseConstantExponentialDistribution(surv_prob, times)

Arguments

surv_prob

numeric. A vector of survival probabilities at times.

times

numeric. A vector of time points where event rates change. times and surv_prob must be of equal length.

Value

a data frame of two columns

end_time

End time for a constant event rate. The start time of the first time window is 0.

piecewise_risk

A constant event rate in the time window ending with end_time on the same row.

Examples

solvePiecewiseConstantExponentialDistribution(
  surv_prob = c(.9, .75, .64, .42, .28),
  times = c(.4, 1.2, 4, 5.5, 9)
)
#>   end_time piecewise_risk
#> 1      0.4     0.26340129
#> 2      1.2     0.22790195
#> 3      4.0     0.05664465
#> 4      5.5     0.28080898
#> 5      9.0     0.11584717