Derivatives of phase cumulative and instantaneous hazard w.r.t. shape params
Source:R/decomposition.R
dot-hzr_phase_derivatives.RdComputes \(\Phi_j(t)\), \(\phi_j(t)\), and their derivatives with
respect to log_t_half, nu, and m using finite differences on
hzr_decompos(): central in log_t_half and nu, and in m central except
near m = 0, where the stencil keeps the sign of m. hzr_decompos()
changes formula at m = 0 and the two sides meet in a cusp, so for
m >= 0 a stencil that would reach 0 becomes one-sided forward (second
order), and for m < 0 the step is capped at 1% of |m| (floored at
1e-10) and becomes one-sided backward if it would still reach 0. The
log_t_half derivative is a central difference in log_t_half itself,
so its step is proportional to t_half at every scale. It is NaN where
the two points of the difference cannot both be used: t_half too small
or too large to step, or a point at which hzr_decompos() fails. A
"hazard" phase's value is -log_surv from hzr_decompos(), which keeps
its accuracy far past saturation, so the derivative does too.
Usage
.hzr_phase_derivatives(
time,
t_half,
nu,
m,
type = c("cdf", "hazard", "constant")
)Value
Named list:
- Phi
Cumulative hazard contribution \(\Phi(t)\).
- phi
Instantaneous hazard contribution \(\phi(t) = d\Phi/dt\).
- dPhi_dlog_thalf
\(d\Phi / d(\log t_{1/2})\).
- dPhi_dnu
\(d\Phi / d\nu\).
- dPhi_dm
\(d\Phi / dm\).
- dphi_dlog_thalf
\(d\phi / d(\log t_{1/2})\).
- dphi_dnu
\(d\phi / d\nu\).
- dphi_dm
\(d\phi / dm\).