NPHazardRate (version 0.1)

TutzPritscher: Discrete non parametric kernel hazard rate estimator

Description

Implementation of the kernel discrete hazard rate estimator of Tutz and Pritscher (1996) based on the discrete Habbema kernel. The estimate is used for comparison with the semiparametric estimate deveoped in Tutz and Pritscher (1996).

Usage

TutzPritscher(xin, cens, xout)

Arguments

xin

A vector of data points. Missing values not allowed.

cens

Censoring indicators as a vector of 1s and zeros, 1's indicate uncensored observations, 0's correspond to censored obs.

xout

The grid points where the estimates will be calculated.

Value

Returns a vector with the values of the hazard rate estimates at \(x=xout\).

Details

The discrete kernel estimate of Tutz and Pritscher (1996) is defined by $$\hat \lambda(t_m|v) = \sum_{s=1}^q \sum_{i=1}^{m_s} w_m \left ( (t,x), (s, x_{is}) \right )\tilde \lambda(s|x_{is})$$ where \(w_m\) is the discrete Habbema kernel.

References

Tutz, G. and Pritscher, L. Nonparametric Estimation of Discrete Hazard Functions, Lifetime Data Anal, 2, 291-308 (1996)

See Also

SemiparamEst

Examples

# NOT RUN {
options(echo=FALSE)
xin<-c(7,34,42,63,64, 74, 83, 84, 91, 108, 112,129, 133,133,139,140,140,146,
      149,154,157,160,160,165,173,176,185, 218,225,241, 248,273,277,279,297,
      319,405,417,420,440, 523,523,583, 594, 1101, 1116, 1146, 1226, 1349,
      1412, 1417)
cens<-c(1,1,1,1,1,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0,1,1,1,1,1,1,
        0,1,0,1,1,1,1,1,0,1,1,1,0,1)
xin<-xin/30.438    #Adjust the data
storage.mode(xin)<-"integer"  # turn the data to integers
xout<-seq(1,47, by=1)  # define the grid points to evaluate the estimate
arg<-TutzPritscher(xin,cens,xout)   #Discrete kernel estimate
plot(xout, arg, type="l", ylim=c(0, .35), lty=2,  col=6) # plot the estimate
argSM<-lambdahat(xin, cens, xout)  #crude nonparametric estimate
lines(xout, argSM, lty=3, col=5) # plot the crude estimate
# }