Single Piecewise Exponentially Distributed Event Time

This returns an event time with a distribution resulting from piece-wise constant hazards using the inversion method.

Usage

PCWInversionMethod(haz, pw, LogU)

Arguments

haz

(numeric)
piecewise constant hazard.

pw

(numeric)
time intervals for the piecewise constant hazard.

LogU

(numeric)
transformed uniformly distributed random variables (log(1-U)).

Value

This returns one single event time.

Examples

PCWInversionMethod(haz = c(1.1, 0.5, 0.4), pw = c(0, 7, 10), LogU = log(1 - runif(1)))
#> [1] 0.07654301