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spatsurv (version 2.0)

tpowHaz: tpowHaz function

Description

A function to define a parametric proportional hazards model where the baseline hazard is taken from the 'powers of t' model. This function returns an object inheriting class 'basehazardspec', list of functions 'distinfo', 'basehazard', 'gradbasehazard', 'hessbasehazard', 'cumbasehazard', 'gradcumbasehazard', 'hesscumbasehazard' and 'densityquantile'

Usage

tpowHaz(powers)

Value

an object inheriting class 'basehazardspec'

Arguments

powers

a vector of powers of t. These are powers are treated as fixed in estimation routines and it is assumed that the log cumulatice baseline hazard is a linear combination of these powers of t

Details

The distinfo function is used to provide basic distribution specific information to other spatsurv functions. The user is required to provide the following information in the returned list: npars, the number of parameters in this distribution; parnames, the names of the parameters; trans, the transformation scale on which the priors will be provided; itrans, the inverse transformation function that will be applied to the parameters before the hazard, and other functions are evaluated; jacobian, the derivative of the inverse transformation function with respect to each of the parameters; and hessian, the second derivatives of the inverse transformation function with respect to each of the parameters -- note that currently the package spatsurv only allows the use of functions where the parameters are transformed independently.

The basehazard function is used to evaluate the baseline hazard function for the distribution of interest. It returns a function that accepts as input a vector of times, t and returns a vector.

The gradbasehazard function is used to evaluate the gradient of the baseline hazard function with respect to the parameters, this typically returns a vector. It returns a function that accepts as input a vector of times, t, and returns a matrix.

The hessbasehazard function is used to evaluate the Hessian of the baseline hazard function. It returns a function that accepts as input a vector of times, t and returns a list of hessian matrices corresponding to each t.

The cumbasehazard function is used to evaluate the cumulative baseline hazard function for the distribution of interest. It returns a function that accepts as input a vector of times, t and returns a vector.

The gradcumbasehazard function is used to evaluate the gradient of the cumulative baseline hazard function with respect to the parameters, this typically returns a vector. It returns a function that accepts as input a vector of times, t, and returns a matrix.

The hesscumbasehazard function is used to evaluate the Hessian of the cumulative baseline hazard function. It returns a function that accepts as input a vector of times, t and returns a list of hessian matrices corresponding to each t.

The densityquantile function is used to return quantiles of the density function. This is NOT REQUIRED for running the MCMC, merely for us in post-processing with the predict function where type is 'densityquantile'. In the case of the Weibull model for the baseline hazard, it can be shown that the q-th quantile is:

See Also

exponentialHaz, gompertzHaz, makehamHaz, weibullHaz