We assume that the hazard rate is a function of time and any other predictors. We also assume that integrate(rate(t), 0, Inf) = infinity and that the support is (0, Inf).
Usage
dfr_dist(
rate,
par = NULL,
eps = 0.01,
ob_col = "t",
delta_col = "delta",
cum_haz_rate = NULL,
score_fn = NULL
)Arguments
- rate
A function that computes the hazard rate at time
t.- par
The parameters of the distribution. Defaults to
NULL, which means that the parameters are unknown.- eps
The epsilon update for numerical integration. Defaults to 0.01.
- ob_col
The column name for observation times in data frames. Defaults to "t".
- delta_col
The column name for event indicators in data frames. Uses standard survival analysis convention: 1 = event observed (exact), 0 = right-censored. Defaults to "delta".
- cum_haz_rate
Optional analytical cumulative hazard function H(t, par). If provided, enables exact AD-based gradient computation. Should return the integral of rate from 0 to t.
- score_fn
Optional analytical score function score(df, par). If provided, enables exact AD-based Hessian computation via Jacobian of the score. Should return gradient vector.