rpact (version 2.0.6)

utilitiesForPiecewiseExponentialDistribution: The Piecewise Exponential Distribution

Description

Distribution function, quantile function and random number generation for the piecewise exponential distribution.

Usage

getPiecewiseExponentialDistribution(
  time,
  ...,
  piecewiseSurvivalTime = NA_real_,
  piecewiseLambda = NA_real_,
  kappa = 1
)
ppwexp(t, ..., s = NA_real_, lambda = NA_real_, kappa = 1)
getPiecewiseExponentialQuantile(
  quantile,
  ...,
  piecewiseSurvivalTime = NA_real_,
  piecewiseLambda = NA_real_,
  kappa = 1
)
qpwexp(q, ..., s = NA_real_, lambda = NA_real_, kappa = 1)
getPiecewiseExponentialRandomNumbers(
  n,
  ...,
  piecewiseSurvivalTime = NA_real_,
  piecewiseLambda = NA_real_,
  kappa = 1
)
rpwexp(n, ..., s = NA_real_, lambda = NA_real_, kappa = 1)

Arguments

...

Ensures that all arguments after time are be named and that a warning will be displayed if unknown arguments are passed.

kappa

The kappa value. Is needed for the specification of the Weibull distribution. In this case, no piecewise definition is possible, i.e., only lambda and kappa need to be specified. This function is equivalent to pweibull(t, kappa, 1 / lambda) of the R core system, i.e., the scale parameter is 1 / 'hazard rate'. For example, getPiecewiseExponentialDistribution(time = 130, piecewiseLambda = 0.01, kappa = 4.2) and pweibull(q = 130, shape = 4.2, scale = 1 /0.01) provide the sample result.

t, time

Vector of time values.

s, piecewiseSurvivalTime

Vector of start times defining the "time pieces".

lambda, piecewiseLambda

Vector of lambda values (hazard rates) corresponding to the start times.

q, quantile

Vector of quantiles.

n

Number of observations.

Details

getPiecewiseExponentialDistribution (short: ppwexp), getPiecewiseExponentialQuantile (short: qpwexp), and getPiecewiseExponentialRandomNumbers (short: rpwexp) provide probabilities, quantiles, and random numbers according to a piecewise exponential or a Weibull distribution. The piecewise definition is performed through a vector of starting times (piecewiseSurvivalTime) and a vector of hazard rates (piecewiseLambda). You can also use a list that defines the starting times and piecewise lambdas together and define piecewiseSurvivalTime as this list. The list needs to have the form, for example, piecewiseSurvivalTime <- list( "0 - <6" = 0.025, "6 - <9" = 0.04, "9 - <15" = 0.015, ">=15" = 0.007) For the Weibull case, you can also specify a shape parameter kappa in order to calculated probabilities, quantiles, or random numbers. In this case, no piecewise definition is possible, i.e., only piecewiseLambda and kappa need to be specified.

Examples

# NOT RUN {
# Calculate probabilties for a range of time values for a 
# piecewise exponential distribution with hazard rates 
# 0.025, 0.04, 0.015, and 0.007 in the intervals 
# [0, 6), [6, 9), [9, 15), [15,Inf), respectively,
# and re-return the time values: 
piecewiseSurvivalTime <- list(
    "0 - <6"   = 0.025, 
    "6 - <9"   = 0.04, 
    "9 - <15"  = 0.015, 
    ">=15"     = 0.01)
y <- getPiecewiseExponentialDistribution(seq(0, 150, 15), 
    piecewiseSurvivalTime = piecewiseSurvivalTime)
getPiecewiseExponentialQuantile(y, 
    piecewiseSurvivalTime = piecewiseSurvivalTime)

# }