HQM2.0 package

AUC for the High Quality Marker estimator

Cross validation index parameter selection

Preparations for bandwidth selection

Cross validation bandwidth selection

Indexed HQM hazard estimator for one bootstrap sample

Bootstrap Estimation of Hazard Function and Index Parameters

Brier score for the High Quality Marker estimator

Bootstrap Estimation of Hazard Function and Index Parameters

Confidence bands

Split dataset for K-fold cross validation

D matrix entries, used for the implementation of the local linear kern...

Epanechnikov kernel

Occurance and Exposure on grids

Computation of a key component for wild bootstrap

Marker-only hazard rate

Local constant future conditional hazard rate estimator

Local linear future conditional hazard rate estimator

Hqm estimator on the marker grid

Local constant future conditional hazard rate estimation at a single t...

Local linear future conditional hazard rate estimation at a single tim...

Indexing parameter objective function

Classical (unmodified) kernel and related functionals

Linear interpolation

Local linear kernel

Local linear weight functions

Survival function from a hazard

Compute Pivot Pointwise Confidence Intervals for the Indexed Hazard Ra...

Precomputation for wild bootstrap

Prepare for Cross validation bandwidth selection

Prepare for Cross validation index parameter selection

Bandwidth selection score Q1

Compute Quantile Pointwise Confidence Intervals for for the Indexed Ha...

Bandwidth selection score R

Simulated true hazard (bootstrap average)

Local linear future conditional hazard estimator (wrapper)

Compute Studentized Double Bootstrap Pointwise Confidence Intervals fo...

Event data frame