[R] Hazard function or cumulative Hazard function in R

Göran Broström gb at stat.umu.se
Tue Mar 22 15:44:31 CET 2005

On Mon, Mar 21, 2005 at 04:04:50PM -0800, Spencer Graves wrote:
>    1.  Have you looked at the "survival" package?  Venables and Ripley 
> (2002) Modern Applied Statistics with S (Springer) has a chapter on 
> survival analysis that I found quite helpful.  The "survival" package 
> includes hazard plots, which are discussed in Venables and Ripley. 

It seems more likely that Yassir wants to calculate theoretical hazard and
cumulative hazards functions (as he knows how to "program it") for a given
distribution, and then the answer is 'No there are no such functions'.

But, taking the Weibull distribution as an example, they are easily
calculated using 'pweibull' and 'dweibull':

1. From ?pweibull:

   The cumulative hazard H(t) = - log(1 - F(t)) is 
   '-pweibull(t, a, b, lower = FALSE, log = TRUE)'

2. The hazard function hweibull itself can be given by
   hweibull <- function(t, shape, scale = 1) dweibull(t, shape, scale) /
   pweibull(t, shape, scale, lower.tail = FALSE)  

'hweibull', as defined here, is not the numerically optimal solution, but
the formula has the advantage of working for any distribution.

>      2.  If that is not adequate, have you tried an "R Site Search" 
> (from www.r-project.org -> search)? 
>      hope this helps.  spencer graves
> yassir rabhi wrote:
> >  Hi, 
> >I'm student from canada, and i'work in survival
> >analysis.I want to know if there is a hazard function
> >or cumulative hazard function in R or not, i know how
> >to program it, but it is easy to use it if they exists
> >in R.
> >Thanks.
> >                                         Yassir
> >
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> >
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 Göran Broström                    tel: +46 90 786 5223
 Department of Statistics          fax: +46 90 786 6614
 Umeå University                   http://www.stat.umu.se/egna/gb/
 SE-90187 Umeå, Sweden             e-mail: gb at stat.umu.se

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