BGPhazard (version 1.2.3)

CLambdaSumm: Summary for Lambda

Description

Computes a summary of the hazard and survival function estimated by the chain generated by the gamma process.

Usage

CLambdaSumm(M, confidence = 0.95)

Value

SUM.h

Numeric matrix. Returns an estimate for the hazard rate.

SUM.S

Numeric matrix. Returns an estimate for the survival distribution function.

SUM.H

Numeric matrix. Returns an estimate fot the cummulative hazard function.

References

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