This function estimates the values of the hazard function and the change points in a piecewise Exponential survival model. The number of change points \(K\) needs to be pre-specified.
piecewiseExp_MLE(time, event, K)A list containing the following objects:
The maximum likelihood estimates of the change points.
The maximum likelihood estimates of the value of the hazard function.
The standard errors of lambda.
Number of change points to be used in the model.
Event times, censored or observed, in months.
Censoring indicator, 1 for event, 0 for censored.
Number of change points to be used in the model.
Kaspar Rufibach (maintainer)
kaspar.rufibach@roche.com
Fang, L., Zheng, S. (2011). A hybrid approach to predicting events in clinical trials with time-to-event outcomes. Contemp. Clin. Trials, 32, 755--759.
Goodman, M.S., Li, Y., Tiwari, R.C. (2011). Detecting multiple change points in piecewise constant hazard functions. J. Appl. Stat, 38(11), 2523--2532.