hds (version 0.8.1)

hdslc.fast: Hazard discrimination summary estimate (local constant) at one time point

Description

hdslc.fast estimates HDS at a single time using the local-in-time proportional hazards model. See Cai and Sun (2003, Scandinavian Journal of Statistics) for details on the local-in-time PH model.

Usage

hdslc.fast(S, betahat, m)

Arguments

S

A vector of length nrow(m) (which is typically the number of observations n), where each value is the subject-specific survival at time t where t is implied by the choice of betahat.

betahat

A p x 1 vector of coefficient estimates at time t of interest from the local-in-time Cox model. Vector length p is the number of covariates. Typically the output from hdslc::finda is passed here.

m

A numeric n x p matrix of covariate values, with a column for each covariate and each observation is on a separate row.

Value

The HDS estimate at times t, where t is implied by choice of S and betahat passed to hdslc.fast.

Details

The user typically will not interact with this function. Rather, hdslc wraps this function and is what the user typically will use.