transform.hazards

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Software:45573



swMATH33864CRANtransform.hazardsMaRDI QIDQ45573

Transforms Cumulative Hazards to Parameter Specified by ODE System

Pål Christie Ryalen

Last update: 6 June 2023

Copyright license: GNU General Public License

Software version identifier: 0.1.0, 0.1.1

Targets parameters that solve Ordinary Differential Equations (ODEs) driven by a vector of cumulative hazard functions. The package provides a method for estimating these parameters using an estimator defined by a corresponding Stochastic Differential Equation (SDE) system driven by cumulative hazard estimates. By providing cumulative hazard estimates as input, the package gives estimates of the parameter as output, along with pointwise (co)variances derived from an asymptotic expression. Examples of parameters that can be targeted in this way include the survival function, the restricted mean survival function, cumulative incidence functions, among others; see Ryalen, Stensrud, and Røysland (2018) <doi:10.1093/biomet/asy035>, and further applications in Stensrud, Røysland, and Ryalen (2019) <doi:10.1111/biom.13102> and Ryalen et al. (2021) <doi:10.1093/biostatistics/kxab009>.






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