AHR (version 1.5.0)

aj: aj

Description

Aalen-Johansen estimator (empirical transition matrix)

Usage

aj(times, data, param)

Arguments

times

a vector of evaluation times

data

data frame (see etm function documentation)

param

list of parameters (target, states, transitions, censoring, s, t, cov) (see etm documentation)

Value

a list containing

times

the argument times passed to the function

S

vector of 1 minus transition probabilities at times (one for each element of times)

V

vector of variances at 'times' (only if param$cov is TRUE)

logCOV

matrix containing estimated values of the log-covariance function evaluated for all pairs of elements of the vector times (only if param$cov is TRUE and model is a competing risks model)

Details

Wrapper for 'etm' function from the 'etm' package to be used with ahrAJ

For a description of the parameters in the list param see the documentation of the etm function in package etm.

See Also

etm

Examples

# NOT RUN {
## competing risks
T <- rexp(100)
C <- rexp(100)
r <- rbinom(100, 2, 0.5)
r[(r == 0) | (T > C)] <- "cens"
data <- data.frame(id=1:100, time=pmin(T,C), from=rep(0, 100), to=r)
data <- data[order(data$time),]
tra <- matrix(FALSE, nrow=3, ncol=3)
tra[1, 2:3] <- TRUE
# estimate cumulative incidence function for event type 1
fit <- aj(sort(data$time), data, list(target="0 1", states=c("0", "1", "2"), transitions=tra,
   censoring="cens", s=0, t="last", covariance=TRUE))
# }