survreg.distributions {survival5}R Documentation

Parametric Survival Distributions

Description

List of distributions for accelerated failure models. These are location-scale families for some transformation of time. The entry describes the cdf F and density f of a canonical member of the family.

Usage

survreg.distributions

Format

There are two basic formats
name: name of distribution
variance: Variance
init(x,weights,...): Function returning an initial
mean and variance
deviance(y,scale,parms): Function returning the deviance
density(x,parms): Function returning F,
1-F,f,f'/f,f''/f
quantile(p,parms): Quantile function
scale: Optional fixed value for scale parameter

and for transformations of the time variable
name: name of distribution
dist: name of transformed distribution
trans: transformation (eg log)
dtrans: derivative of transformation
itrans: inverse of transformation
scale: Optional fixed value for scale parameter

Details

There are four basic distributions:extreme, gaussian, logistic and t. The last three are parametrised in the same way as the distributions already present in R. The extreme value cdf is

F=1-e^{-e^t}.

When the logarithm of survival time has one of the first three distributions we obtain respectively lognormal,loglogistic and weibull.

The other predefined distributions are defined in terms of these. The exponential and rayleigh distributions are Weibull distributions with fixed scale of 1 and 0.5 respectively, and loggaussian is a synonym for lognormal.

See Also

survreg, pnorm,plogis, pt