Superefficient Estimation of Future Conditional Hazards Based on Marker Information


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Documentation for package ‘HQM’ version 2.2

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AUC.hat Time-dependent ROC curve estimation
AUC.hat.HQM AUC for the High Quality Marker estimator
bootstrap.CI.pivotal Compute Pivot Pointwise Confidence Intervals for the Indexed Hazard Rate Estimate
bootstrap.CI.quantile Compute Quantile Pointwise Confidence Intervals for for the Indexed Hazard Rate Estimate
bootstrap.CI.studentized Compute Studentized Double Bootstrap Pointwise Confidence Intervals for the Indexed Hazard Rate Estimate
bootstrap.h.hat.star Bootstrap Estimation of Hazard Function and Index Parameters
BS.hat.HQM Brier score for the High Quality Marker estimator
c0.u Local linear weight functions
c1.u Local linear weight functions
c1.u.integrand Classical (unmodified) kernel and related functionals
c2.u Local linear weight functions
c2.u.integrand D matrix entries, used for the implementation of the local linear kernel
confidence.bands Confidence bands
CV.b Cross validation bandwidth selection
CV.theta Cross validation index parameter selection
data.minus.I.j Split dataset for K-fold cross validation
double.bootstrap.h.hat.star Bootstrap Estimation of Hazard Function and Index Parameters
g.hat.i Preparations for bandwidth selection
g.hat.t.x Computation of a key component for wild bootstrap
get.alpha.hat Marker-only hazard rate
get.h.hat.x Local constant future conditional hazard rate estimator
get.h.hat.x.theta Local linear future conditional hazard estimator (wrapper)
get.h.tilde.x Local linear future conditional hazard rate estimator
h.hat.minus.I.j Prepare for Cross validation bandwidth selection
h.hat.minus.I.j.theta Prepare for Cross validation index parameter selection
h.hat.star.x.theta Indexed HQM hazard estimator for one bootstrap sample
h.hat.x.t Local constant future conditional hazard rate estimation at a single time point
h.hat.x.t.vec Hqm estimator on the marker grid
h.tilde.x.t Local linear future conditional hazard rate estimation at a single time point
h.true.simulated Simulated true hazard (bootstrap average)
iid.AUC.hat IID decomposition for time-dependent AUC with IPCW
iid.AUC.hat.competing.risks IID decomposition for time-dependent AUC with IPCW
iid.AUC.hat.survival IID decomposition for time-dependent AUC with IPCW
iid.G.hat iid.G.hat function implementation
K.b Classical (unmodified) kernel and related functionals
K.b.matrix Classical (unmodified) kernel and related functionals
K.b.u.v Local linear kernel
K.Epanechnikov Epanechnikov kernel
make.dN Occurance and Exposure on grids
make.dN.i Occurance and Exposure on grids
make.S.hat Survival function from a hazard
make.Z.ds Occurance and Exposure on grids
make.Z.i.ds Occurance and Exposure on grids
pbc2 Mayo Clinic Primary Biliary Cirrhosis Data
pbc2.id Mayo Clinic Primary Biliary Cirrhosis Data
Q.theta Indexing parameter objective function
Q1 Bandwidth selection score Q1
R.hat.K Bandwidth selection score R
to.id Event data frame
wild.bootstrap.summands Precomputation for wild bootstrap
X.i.s.interpolate Linear interpolation