Calculate endpoint event probabilities from piecewise hazards

Calculates the cumulative event probability at a fixed follow-up time for one or more sets of piecewise-constant hazard rates.

Usage

ppwe(hazard, end_of_study, cutpoints = NULL)

Arguments

hazard

A required numeric matrix of finite, non-negative hazard rates. Rows represent parameter sets, such as posterior draws, and columns represent the intervals defined by cutpoints. The number of columns must equal length(cutpoints) + 1, and at least one row is required.

end_of_study

A required single finite, positive numeric time at which the cumulative event probability is evaluated. It must be greater than every cutpoint.

cutpoints

NULL (the default), or a numeric vector of finite, positive, strictly increasing interior times at which the hazard rate changes. The number of hazard rates must be one greater than the number of cutpoints. Use NULL for a constant hazard.

Value

A numeric vector of event probabilities in [0, 1], with one value for each row of hazard.

Details

The cumulative probability depends on interval durations, so the value assigned to an isolated cutpoint has no effect. PWEALL represents its generating hazard with pieces closed on the left and open on the right. When goldilocks assigns realized event times to analysis intervals, it instead uses the survival counting-process convention, open on the left and closed on the right.