BGPhazard (version 1.2.3)

LambdaSumm: Summary for Lambda

Description

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

Usage

LambdaSumm(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.

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.