Creates a survival function from a hazard rate which was calculated on a grid.
Usage
make_sf(step_size_s_grid, haz)
Value
A vector of values \(S(t_i)\).
Arguments
step_size_s_grid
Numeric value indicating the distance between two grid continuous grid points.
haz
Vector of hazard values. Hazard rate must have been calculated on a time grid.
Details
The function make_sf calculates the survival function
$$S(t) = \exp (-\int_0^t h(t) dt),$$
where \(h\) is the hazard rate. Here, a discritisation via an equidistant grid \(\{ t_i \}\) on \([0,t]\) is used to calculate the integral and it is assumed that \(h\) has been calculated for exactly these time points \( t_i \).