EstSimPDMP (version 1.2)

CHR: Nelson-Aalen estimator

Description

This function computes the Nelson-Aalen estimator of the cumulative hazard rate from independent positive observations.

Usage

CHR(dat,t)

Arguments

dat

data from which the estimator is to be computed.

t

the estimator is computed at time t.

References

Andersen P.K., Borgan O., Gill R.D., Keiding N. Statistical models based on counting processes Springer Series in Statistics. Springer-Verlag, New-York (1993)

See Also

plotCHR

Examples

# CHR

# Simulation of 50 independent exponential random variables
dat<-rexp(50,1)

# Nelson-Aalen estimator of cumulative hazard rate at time 2
CHR(dat,2)