Re: [R] Generating by inverting function

2012-09-30 Thread David Winsemius
On Sep 30, 2012, at 5:34 AM, R. Michael Weylandt wrote: > On Sun, Sep 30, 2012 at 10:51 AM, Salma Wafi wrote: >> Dear All, >> Thank you very much for your kind and response. >> >> Actually, S(t) = exp(b* F(t)) represent one of survival models, where F(t) >> is known cumulative distribtion func

Re: [R] Generating by inverting function

2012-09-30 Thread R. Michael Weylandt
On Sun, Sep 30, 2012 at 10:51 AM, Salma Wafi wrote: > Dear All, > Thank you very much for your kind and response. > > Actually, S(t) = exp(b* F(t)) represent one of survival models, where F(t) is > known cumulative distribtion function. So, that is why I need to generate the > survival times T b

Re: [R] Generating by inverting function

2012-09-30 Thread Salma Wafi
Dear All, Thank you very much for your kind and response.   Actually, S(t) = exp(b* F(t)) represent one of survival models, where F(t) is known cumulative distribtion function. So, that is why I need to generate the survival times T based on this model. Then for generating time I have to invert

Re: [R] Generating by inverting function

2012-09-30 Thread David Winsemius
On Sep 29, 2012, at 10:23 AM, Salma Wafi wrote: > Hello, > I am trying to generate random survival times by inverting the function, > S(t)= exp(b*F(t)), This looks a bit confused. S(t) = 1- exp( -integral( h(t)dt ) where h(t) is the instantaneous hazard. That integral is the cumulative hazar

Re: [R] Generating by inverting function

2012-09-30 Thread R. Michael Weylandt
On Sat, Sep 29, 2012 at 6:23 PM, Salma Wafi wrote: > Hello, > I am trying to generate random survival times by inverting the function, > S(t)= exp(b*F(t)), where b is constant and F(t) is some cumulative > distribution function, let say that F(t) is cdf of normal distribution or any > others d