Random Number Generation Function of Truncated Piecewise Exponential Distribution

Obtains random samples from a truncated piecewise exponential distribution.

rtpwexp(n, piecewiseSurvivalTime = 0, lambda = 0.0578, lowerBound = 0)

Arguments

n

The number of observations.

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

The random numbers from truncated piecewise exponential distribution.

Author

Kaifeng Lu, kaifenglu@gmail.com

Examples

rtpwexp(n = 10, piecewiseSurvivalTime = c(0, 6, 9, 15),
        lambda = c(0.025, 0.04, 0.015, 0.007))
#>  [1]   3.3678923 220.3965363  94.7421084   6.5258903   0.2970781  53.2995140
#>  [7]  61.9588298  13.8108359 152.1521031 175.0999428