This function implements the Wald test described in Goodman et al (2011) and applied in Fang & Zheng (2011) to infer a change point in an estimated piecewise Exponential hazard function. Adjusts for sequential testing.
piecewiseExp_test_changepoint(peMLE, alpha = 0.05)
A data.frame
containing the sequential test results.
Piecewise Exponential hazard function estimate, as generated by piecewiseExp_MLE
.
Overall significance level. Will be adjusted for sequential testing internally, see function output.
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.