Compute the primary event censored PMF for delays

This function computes the primary event censored probability mass function (PMF) for a given set of quantiles. It adjusts the PMF of the primary event distribution by accounting for the delay distribution and potential truncation at a maximum delay (D) and minimum delay (L). The function allows for custom primary event distributions and delay distributions.

Usage

dprimarycensored(
  x,
  pdist,
  pwindow = 1,
  swindow = 1,
  L = -Inf,
  D = Inf,
  dprimary = dunif,
  primary_args = NULL,
  pprimary = NULL,
  dprimary_args = NULL,
  log = FALSE,
  ...
)

dpcens(
  x,
  pdist,
  pwindow = 1,
  swindow = 1,
  L = -Inf,
  D = Inf,
  dprimary = dunif,
  primary_args = NULL,
  pprimary = NULL,
  dprimary_args = NULL,
  log = FALSE,
  ...
)

Arguments

x: Vector of quantiles
pdist: Distribution function (CDF). The package can identify base R distributions for potential analytical solutions. For non-base R functions, users can apply add_name_attribute() to yield properly tagged functions if they wish to leverage the analytical solutions.
pwindow: Primary event window
swindow: Secondary event window (default: 1)
L: Minimum delay (lower truncation point). Defaults to -Inf, meaning no left truncation. For any finite value of L the distribution is left-truncated at L.
D: Maximum delay (upper truncation point). If finite, the distribution is truncated at D. If set to Inf, no upper truncation is applied. Defaults to Inf.
dprimary: Function to generate the probability density function (PDF) of primary event times. This function should take a value x and a pwindow parameter, and return a probability density. It should be normalized to integrate to 1 over [0, pwindow]. Defaults to a uniform distribution over [0, pwindow]. Users can provide custom functions or use helper functions like dexpgrowth for an exponential growth distribution. See pcd_primary_distributions() for examples. The package can identify base R distributions for potential analytical solutions. For non-base R functions, users can apply add_name_attribute() to yield properly tagged functions if they wish to leverage analytical solutions.
primary_args: List of additional arguments to be passed to dprimary (and the matching primary CDF). For example, when using dexpgrowth, you would pass list(min = 0, max = pwindow, r = 0.2) to set the minimum, maximum, and rate parameters. Replaces the deprecated dprimary_args; defaults to NULL.
pprimary: Optional CDF for the primary event distribution. May be a function or a character string naming a primary distribution in pcd_primary_distributions. Defaults to NULL, in which case the primary CDF is looked up automatically from the registry using the "name" attribute of dprimary. When both dprimary and pprimary carry a "name" attribute (or are base R functions whose name can be inferred), the two names must agree on everything other than the leading d/p prefix; mismatches such as dunif + pexpgrowth raise an error. Supplying pprimary explicitly is mainly useful when using a custom primary distribution whose CDF is not in the registry.
dprimary_args: [Deprecated] Use primary_args instead.
log: Logical; if TRUE, probabilities p are given as log(p)
...: Additional arguments to be passed to the distribution function

Value

Vector of primary event censored PMFs, normalized over [L, D] if truncation is applied

Details

The primary event censored PMF is computed by taking the difference of the primary event censored cumulative distribution function (CDF) at two points, $d + \text{swindow}$ and $d$. The primary event censored PMF, $f_{\text{cens}}(d)$, is given by: $$ f_{\text{cens}}(d) = F_{\text{cens}}(d + \text{swindow}) - F_{\text{cens}}(d) $$ where $F_{\text{cens}}$ is the primary event censored CDF.

The function first computes the CDFs for all unique points (including both $d$ and $d + \text{swindow}$) using pprimarycensored(). It then creates a lookup table for these CDFs to efficiently calculate the PMF for each input value. For delays less than L, the function returns 0.

When the secondary censoring interval extends past the upper truncation point ($d + \text{swindow} > D$) but the lower endpoint satisfies $d < D$, the upper endpoint is internally clipped to $D$ before evaluating the CDF. The likelihood for such an observation is $P(X \in [d, \min(d + \text{swindow}, D)] \mid L \le X \le D)$, which equals the usual interval probability when $d + \text{swindow} \le D$. This avoids erroring when an observation's secondary window straddles the truncation point (relevant for non-parametric delays such as pdiscretestep()).

Observations with $d \ge D$ are rejected with an error: under the truncation $X \le D$, no event with latent value $d \ge D$ is observable, and accepting such inputs would otherwise yield a 0/0 likelihood.

The PMF is normalised to ensure it sums to 1 over the range [L, D\). This normalization uses: $$ f_{\text{cens,norm}}(d) = \frac{f_{\text{cens}}(d)}{ F_{\text{cens}}(D) - F_{\text{cens}}(L)} $$ where $f_{\text{cens,norm}}(d)$ is the normalized PMF. For the explanation and mathematical details of the CDF, refer to the documentation of pprimarycensored().

Examples

# Example: Weibull distribution with uniform primary events
dprimarycensored(c(0.1, 0.5, 1), pweibull, shape = 1.5, scale = 2.0)
#> [1] 0.1577965 0.2735269 0.3463199

# Example: Weibull distribution with exponential growth primary events
dprimarycensored(
  c(0.1, 0.5, 1), pweibull,
  dprimary = dexpgrowth,
  primary_args = list(r = 0.2), shape = 1.5, scale = 2.0
)
#> [1] 0.1522796 0.2691280 0.3459055

# Example: Left-truncated distribution (e.g., for generation intervals)
dprimarycensored(1:9, pweibull, L = 1, D = 10, shape = 1.5, scale = 2.0)
#> [1] 0.3967387124 0.3138303103 0.1723520068 0.0760439783 0.0283706839
#> [6] 0.0091967620 0.0026354003 0.0006757134 0.0001564326

Usage

Arguments

Value

Details

See also

Examples