dsurvreg {survival}R Documentation

Distributions available in survreg.

Description

Density, cumulative probability, and quantiles for the set of distributions supported by the survreg function.

Usage

dsurvreg(x, mean, scale=1, distribution='weibull', parms)
psurvreg(q, mean, scale=1, distribution='weibull', parms)
qsurvreg(p, mean, scale=1, distribution='weibull', parms)

Arguments

x

vector of quantiles. Missing values (NAs) are allowed.

q

vector of quantiles. Missing values (NAs) are allowed.

p

vector of probabilities. Missing values (NAs) are allowed.

mean

vector of means. This is replicated to be the same length as p or q.

scale

vector of (positive) scale factors. This is replicated to be the same length as p or q.

distribution

character string giving the name of the distribution. This must be one of the elements of survreg.distributions

parms

optional parameters, if any, of the distribution. For the t-distribution this is the degrees of freedom.

Details

Elements of q or p that are missing will cause the corresponding elements of the result to be missing.

The mean and scale values are as they would be for survreg. In particular, if the distribution is one that involves a transformation, then they are the mean and scale of the transformed distribution. For example, the Weibull distribution is fit using the Extreme value distribution along with a log transformation. Letting F(t) = 1 - exp(-(at)^p) be the cumulative distribution of the Weibull, the mean corresponds to -log(a) and the scale to 1/p (Kalbfleish and Prentice, section 2.2.2).

Value

density (dsurvreg), probability (psurvreg), quantile (qsurvreg), or for the requested distribution with mean and scale parameters mean and sd.

References

Kalbfleish, J. D. and Prentice, R. L. (1970). The Statistical Analysis of Failure Time Data Wiley, New York.

See Also

survreg, Normal

Examples

# List of distributions available
names(survreg.distributions)
## Not run: 
 [1] "extreme"     "logistic"    "gaussian"    "weibull"     "exponential"
 [6] "rayleigh"    "loggaussian" "lognormal"   "loglogistic" "t"          

## End(Not run)
# Compare results
all.equal(dsurvreg(1:10, 2, 5, dist='lognormal'), dlnorm(1:10, 2, 5))

# Hazard function for a Weibull distribution
x   <- seq(.1, 3, length=30)
haz <- dsurvreg(x, 2, 3)/ (1-psurvreg(x, 2, 3))
## Not run: 
plot(x, haz, log='xy', ylab="Hazard") #line with slope (1/scale -1)

## End(Not run)

[Package survival version 2.36-14 Index]