This returns event times with a distribution resulting from piece-wise constant hazards
using the inversion method.
Usage
getPCWDistr(U, haz, pw, t_0)
Arguments
- U
(numeric
)
uniformly distributed random variables.
- haz
(numeric
)
piecewise constant hazard.
- pw
(numeric
)
time intervals for the piecewise constant hazard.
- t_0
(numeric
)
the starting times.
Value
This returns a vector with event times.
Examples
getPCWDistr(U = runif(3), haz = c(1.1, 0.5, 0.4), pw = c(0, 7, 10), t_0 = c(0, 1, 4.2))
#> [1] 0.338923881 0.265666910 0.001900963