Heft: hazard estimation with flexible tails
Density (dheft
), cumulative probability (pheft
), hazard rate (hheft
),
quantiles (qheft
), and random samples (rheft
) from a heft
object
dheft(q, fit) hheft(q, fit) pheft(q, fit) qheft(p, fit) rheft(n, fit)
q |
vector of quantiles. Missing values ( |
p |
vector of probabilities. Missing values ( |
n |
sample size. If |
fit |
|
Elements of q
or p
that are missing will cause the
corresponding elements of the result to be missing.
Densities (dheft
), hazard rates (hheft
),
probabilities (pheft
), quantiles (qheft
),
or a random sample (rheft
) from a heft
object.
Charles Kooperberg clk@fredhutch.org.
Charles Kooperberg, Charles J. Stone and Young K. Truong (1995). Hazard regression. Journal of the American Statistical Association, 90, 78-94.
Charles J. Stone, Mark Hansen, Charles Kooperberg, and Young K. Truong. The use of polynomial splines and their tensor products in extended linear modeling (with discussion) (1997). Annals of Statistics, 25, 1371–1470.
fit <- heft(testhare[,1],testhare[,2]) dheft(0:10,fit) hheft(0:10,fit) pheft(0:10,fit) qheft((1:19)/20,fit) rheft(10,fit)
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