Piecewise Exponential Distribution with Random Time Grids
Function to identify the times' intervals
Computes the time grid from the auxiliary vector U.
Runs the Gibbs sampler
Hazard and cumulative hazard functions of the PE distribution
Piecewise Exponential Product Partition Model
Probability function, distribution function, quantile function and ran...
Time grid for the PE distribution
Fits the Piecewise Exponential distribution with random time grids using the clustering structure of the Product Partition Models. Details of the implemented model can be found in Demarqui et al. (2008) <doi:10.1007/s10985-008-9086-0>.