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BGPhazard (version 1.2.3)

CGaN: n vector for the gamma process with covariates

Description

Computes n vector as described by Nieto-Barajas (2003).

Usage

CGaN(times, delta, type.t, K, covar)

Arguments

Value

n

Numeric vector. Reflects how observations are distributed by interval.

m

Numeric vector. Returns a cummulative lifetime of the observations that falls into the corresponding interval.

tao

Numeric vector. Time axis partition.

t.unc

Numeric vector. Uncensored times sorted ascendengly.

covar

Matrix of covariates.

References

1. Nieto-Barajas, L. E. & Walker, S. G. (2002). Markov beta and gamma processes for modelling hazard rates. Scandinavian Journal of Statistics 29, 413-424.

2. Nieto-Barajas, L. E. (2003). Discrete time Markov gamma processes and time dependent covariates in survival analysis. Bulletin of the International Statistical Institute 54th Session. Berlin. (CD-ROM)