survival (version 2.6)

survreg.distributions: Parametric Survival Distributions

Description

List of distributions for accelerated failure models. These are location-scale families for some transformation of time. The entry describes the cdf $F$ and density $f$ of a canonical member of the family.

Usage

survreg.distributions

format

There are two basic formats ll{ name: name of distribution variance: Variance init(x,weights,...): Function returning an initial mean and variance deviance(y,scale,parms): Function returning the deviance density(x,parms): Function returning $F$, $1-F$,$f$,$f'/f$,$f''/f$ quantile(p,parms): Quantile function scale: Optional fixed value for scale parameter } and for transformations of the time variable ll{ name: name of distribution dist: name of transformed distribution trans: transformation (eg log) dtrans: derivative of transformation itrans: inverse of transformation scale: Optional fixed value for scale parameter }

Details

There are four basic distributions:extreme, gaussian, logistic and t. The last three are parametrised in the same way as the distributions already present in R. The extreme value cdf is $$F=1-e^{-e^t}.$$

When the logarithm of survival time has one of the first three distributions we obtain respectively lognormal,loglogistic and weibull.

The other predefined distributions are defined in terms of these. The exponential and rayleigh distributions are Weibull distributions with fixed scale of 1 and 0.5 respectively, and loggaussian is a synonym for lognormal.

See Also

survreg, pnorm,plogis, pt