a strictly increasing sequence of time points starting from zero at which event rate changes. The first element of tchange must be zero. The above rates and tchange must have the same length.
eps
tolerance
Author
Xiaodong Luo
Details
Let \(h_1,h_2\) correspond to rate1,rate2, and \(H_1,H_2\) be the corresponding survival functions.
This function will calculate
$$\int_0^t s^k h_1(s)H_2(s)ds,\hspace{1cm} k=0,1,2.$$
References
Luo et al. (2018) Design and monitoring of survival trials in complex scenarios, Statistics in Medicine <doi: https://doi.org/10.1002/sim.7975>.