Learn R Programming

BGPhazard (version 1.2.3)

UpdLambda: lambda update

Description

Updates lambda at iteration r.

Usage

UpdLambda(alpha, beta, c.r, u.r, n, m)

Arguments

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)