| Library: | hazreg |
| See also: | hazdat haznar hazrisk |
| Quantlet: | hazkpm | |
| Description: | estimates the survival function at the sorted observations of a right-censored data together with the Greenwood pointwise confidence intervals. |
| Usage: | {cil, kme, ciu} = hazkpm(data{,alpha}) | |
| Input: | ||
| data | n x (p+4) matrix, the first column is the sorted survival time t, followed by the sorted delta, inidcating if censoring has occured, labels l, a column containing the number of ties, and lastly, the sorted covariate matrix z. | |
| alpha | scalar, the confidence level, optional, default = 0.05 | |
| Output: | ||
| cil | n x 2 matrix, the first column is the sorted t, followed by the Greenwood lower confidence bound for the survival function at the points of t. | |
| kme | n x 2 matrix, the first column is the sorted t, followed by the Kaplan-Meier estimates of the survival function at the points of t. | |
| ciu | n x 2 matrix, the first column is the sorted t, followed by the Greenwood upper confidence bound for the survival function at the points of t. | |
library("hazreg")
y = -log(1-uniform(20)) ; exponential survival
c = 5*uniform(20) ; uniform censoring
t = min(y~c,2) ; censored time
delta =(y<=c) ; censoring indicator
{data,ties} = hazdat(t,delta) ; preparing data
{cil, kme, ciu} = hazkpm(data) ; the Kaplan-Meier
; estimates with the
; Greenwood
; confidence bounds
The Kaplan-Meier estimates and Greenwood confidence bounds are obtained for the sorted censored data.
library("hazreg")
y = 2|1|3|2|4|7|1|3|2 ; hypothetical survival
c = 3|1|5|6|1|6|2|4|5 ; hypothetical censoring
t = min(y~c,2) ; censored time
delta =(y<=c) ; censoring indicator
{data,ties} = hazdat(t,delta) ; preparing data
{cil, kme, ciu} = hazkpm(data) ; the Kaplan-Meier
; estimates with the
; Greenwood
; confidence bounds
The Kaplan-Meier estimates and Greenwood confidence bounds are obtained for the sorted censored data. There are ties in the data: three 1's, three 2's, two 3's.