NPHazardRate (version 0.1)

l1-l4, lw, lwF, gx: Weibull hazard rate functionals

Description

Privides the various hazard rate function derivatives and related functionals with reference to the Weibull function

Usage

l1(x,p,l)
l2(x,p,l)
l3(x,p,l)
l4(x,p,l)
lw(x,p,l)
lwF(x,p,l)
gx(x,p,l)

Arguments

x

A vector of points at which the hazard rate function will be estimated.

p

MLE estimate of the shape parameter

l

MLE estimate of the scale parameter

Value

A vector with the values of the function at the designated points x.

Details

Implements the necessary functions for calculating the squared bias term of the variable bandwidth estimate.

References

Bagkavos and Patil (2009), Variable Bandwidths for Nonparametric Hazard Rate Estimation, Communications in Statistics - Theory and Methods, 38:7, 1055-1078