Calculate the Negative Martingale Residual probability density

Calculate the expected probability density function for the Negative Martingale Residual. This assumes constant transition intensities for both event occurrence and censoring.

calcNMRDensityConstHaz(D, rho, component = "both")

Arguments

D	A vector of locations at which to calculate the probability density
rho	The censoring ratio
component	The component of the probability density to return. "both" yields the full density. "event" yields the component due to event occurrence. "censored" yields the component due to censoring. The default is "both".

Value

A vector of probability densities that is the same length as D

References

https://www.biorxiv.org/content/early/2017/01/31/104406

See also

calcMartResid