Mean and Variance of Truncated Piecewise Exponential Distribution

Obtains the mean and variance from a truncated piecewise exponential distribution.

mtpwexp(piecewiseSurvivalTime = 0L, lambda = NA_real_, lowerBound = 0)

Arguments

piecewiseSurvivalTime

A vector that specifies the starting time of piecewise exponential survival time intervals. Must start with 0, e.g., c(0, 6) breaks the time axis into 2 event intervals: \([0, 6)\) and \([6, \infty)\). Defaults to 0 for exponential distribution.

lambda

A vector of hazard rates for the event. One for each analysis time interval.

lowerBound

The left truncation time point for the survival time. Defaults to 0 for no truncation.

Value

A list with two components, one for the mean, and the other for the variance of the truncated piecewise exponential distribution.

Author

Kaifeng Lu, kaifenglu@gmail.com

Examples

mtpwexp(piecewiseSurvivalTime = c(0, 6, 9, 15),
        lambda = c(0.025, 0.04, 0.015, 0.007))
#> $mean
#> [1] 112.0532
#> 
#> $variance
#> [1] 19084.4
#>