dmstate_fun: Survival Distributions with piece-wise Constant Hazards and multiple states (function factories)

Description

Densitiy, distribution function, hazard function, cumulative hazard function and survival function of multi-state survival functions.

Those functions return functions of one parameter that can be evaluated to give the density, distribution function, ... The parameters t, Q, pi and abs are checked only once and not at every function evaluation.

Usage

dmstate_fun(t, Q, pi, abs)
pmstate_fun(t, Q, pi, abs)
hmstate_fun(t, Q, pi, abs)
chmstate_fun(t, Q, pi, abs)
smstate_fun(t, Q, pi, abs)
multistate_functions(t, Q, pi, abs)

Value

dmstate_fun gives the density.

pmstate_fun gives the distribution function

hmstate_fun gives the hazard function.

chmstate_fun gives the cumulative hazard function.

smstate_fun gives the survival function.

multistate_functions gives an object of class "miniPCH"

Arguments

t: vector of left interval borders
Q: Q-matrices of the process, see details
pi: initial distribution
abs: indicator vector of absorbing states, see details

Functions

dmstate_fun(): density of survival distributions with piece-wise constant hazards and multiple states
pmstate_fun(): distribution function of survival distributions with piece-wise constant hazards and multiple states
hmstate_fun(): hazard function of survival distributions with piece-wise constant hazards and multiple states
chmstate_fun(): cumulative hazard function of survival distributions with piece-wise constant hazards and multiple states
smstate_fun(): survival function of survival distributions with piece-wise constant hazards and multiple states

Examples

Run this code

Tint <- 0
Q <- matrix(
  c(
    -0.3, 0.2, 0.1,
    0  ,-0.4, 0.4,
    0  ,   0,   0
  ), 3, 3, byrow = TRUE
)
dim(Q) <- c(3,3,1)
pi <- c(1,0,0)
abs <- c(0,0,1)

my_density           <-  dmstate_fun(Tint, Q, pi, abs)
my_distribution      <-  pmstate_fun(Tint, Q, pi, abs)
my_hazard            <-  hmstate_fun(Tint, Q, pi, abs)
my_cumulative_hazard <- chmstate_fun(Tint, Q, pi, abs)
my_survival          <-  smstate_fun(Tint, Q, pi, abs)

t <- seq(0,20, by=0.1)
par(mfrow=c(3,2))
plot(t, my_density(t), type="l")
plot(t, my_distribution(t), type="l")
plot(t, my_hazard(t), type="l", ylim=c(0,1))
plot(t, my_cumulative_hazard(t), type="l")
plot(t, my_survival(t), type="l")
Tint <- 0
Q <- matrix(
  c(
    -0.3, 0.2, 0.1,
    0  ,-0.4, 0.4,
    0  ,   0,   0
  ), 3, 3, byrow = TRUE
)
dim(Q) <- c(3,3,1)
pi <- c(1,0,0)
abs <- c(0,0,1)

my_obj <- multistate_functions(Tint, Q, pi, abs)
t <- seq(0,20, by=0.1)
plot(t, my_obj$d(t), type="l")