loopcuts_umbrella function

Change-point p-values with backward elimination under umbrella alternative order restriction

A function that iterates to compute the p-values from the backward elimination procedure (Han et al. 2014) with umbrella alternative order restriction.

loopcuts_umbrella(time,censor,cuttimes,mono)

Arguments

• time: a sequence of time
• censor: a vector indicating censored or not at the given times, 0 = censored; 1 = uncensored
• cuttimes: unique, sorted, possible times to make the cuts, including 0 and the ending time
• mono: 0: 2-sided hypothesis: H0: lam1 is equal to lam2; H1: lam1 is not equal to lam2 1: 1-sided hypothesis: H0: lam1 is greater than or equal to lam2; H1: lam1 is less than lam2 2: 1-sided hypothesis: H0: lam1 is less than or equal to lam2; H1: lam1 is greater than lam2

Returns

the times in the backward elimination procedure and the corresponding p-values for each change-point in the iteration

Examples

data(loopcuts_t_c)
data(loopcuts_umbrella_cuttimes_mono)
time = loopcuts_t_c[,1]
censor = loopcuts_t_c[,2]
cuttimes = loopcuts_umbrella_cuttimes_mono[,1]
mono = loopcuts_umbrella_cuttimes_mono[,2]
loopcuts_umbrella(time, censor, cuttimes, mono)