BGPhazard (version 1.2.3)

GaNM: n and m vectors for the gamma process

Description

Computes n and m vectors as described by Nieto and Walker (2002).

Usage

GaNM(times, delta, type.t, K)

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.

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.