Compute the integral with respect to the jump in survival for pairs where both outcomes are censored, i.e. \(\int S1(t+\tau) dS2(t)\).
calcIntegralSurv2_cpp(
time,
survival,
dSurvival,
index_survival,
index_dSurvival1,
index_dSurvival2,
lastSurv,
lastdSurv,
iidNuisance,
nJump
)[numeric vector] vector of jump time for S2.
[numeric vector] the survival at each jump time: \(S1(t+\tau)\).
[numeric vector] the jump in survival at each jump time: \(S2(t+)-S2(t-)\)
[numeric vector] the position of survival parameter \(S1(t+\tau)\) among all parameters relative to S1.
[numeric vector] the position of survival parameter \(S2(t-)\) among all parameters relative to S2.
[numeric vector] the position of survival parameter \(S2(t+)\) among all parameters relative to S2.
[numeric] the value of S2 at the end of the follow-up.
[logical] should the derivative of the integral relative to the S1 and S2 parameter be output.
[integer] the number of jump times relative to S2.
Brice Ozenne