DerivCumulHazard {survPen} | R Documentation |
Cumulative hazard (integral of hazard) and its first and second derivatives wrt regression parameters beta
Description
Cumulative hazard (integral of hazard) and its first and second derivatives wrt regression parameters beta
Usage
DerivCumulHazard(
X_GL,
weights,
tm,
n_legendre,
n,
p,
beta,
expected,
type,
is_pwcst,
pwcst_weights
)
Arguments
X_GL |
list of matrices ( |
weights |
vector of weights for Gauss-Legendre integration on [-1;1] |
tm |
vector of midpoints times for Gauss-Legendre integration; tm = 0.5*(t1 - t0) |
n_legendre |
number of nodes for Gauss-Legendre quadrature |
n |
number of individuals in the dataset |
p |
number of regression parameters |
beta |
vector of estimated regression parameters |
expected |
vector of expected hazard rates |
type |
"net", "overall" or "mult" |
is_pwcst |
True if there is a piecewise constant baseline specified. False otherwise |
pwcst_weights |
if is.pwcst is TRUE, matrix of weights giving the time contribution of each individual on each sub-interval. Otherwise NULL |
Value
List of objects with the following items:
integral |
cumulative hazard (integral of hazard) |
f.first |
first derivative of cumulative hazard wrt beta |
f.second |
second derivative of cumulative hazard wrt beta |