Quantile Function of Truncated Piecewise Exponential Distribution

Obtains the quantile of a truncated piecewise exponential distribution.

qtpwexp(
  p,
  piecewiseSurvivalTime = 0,
  lambda = 0.0578,
  lowerBound = 0,
  lower.tail = TRUE,
  log.p = FALSE
)

Arguments

p: The vector of probabilities.
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.
lower.tail: Logical; if TRUE (default), probabilities are P(X <= x), otherwise, P(X > x).
log.p: Logical; if TRUE, probabilities p are given as log(p).

The quantile q such that P(X > q | X > lowerBound) = 1 - p.

qtpwexp(p = c(0.205, 0.317), piecewiseSurvivalTime = c(0, 6, 9, 15),
        lambda = c(0.025, 0.04, 0.015, 0.007))
#> [1]  7.985329 18.037203