prodint

Calculate the product integral of a matrix function

Provides the conditional Nelson-Aalen and Aalen-Johansen estimators. The methods are based on Bladt & Furrer (2023), in preparation.

Martin Bladt

AalenJohansen

Conditional Aalen-Johansen Estimation

Christian Furrer

prodint function

<dl><dt>start</dt>
<dd>Start time.</dd>
<dt>end</dt>
<dd>End time.</dd>
<dt>step_size</dt>
<dd>Step size of the grid.</dd>
<dt>lambda</dt>
<dd>A given matrix function.</dd></dl>

Arguments

Calculate the product integral of a matrix function — prodint

<dl>

<dt>start</dt>
<dd>Start time.</dd>


<dt>end</dt>
<dd>End time.</dd>


<dt>step_size</dt>
<dd>Step size of the grid.</dd>


<dt>lambda</dt>
<dd>A given matrix function.</dd>

</dl>

prodint: Calculate the product integral of a matrix function

Description

Usage

Value

Arguments