Convert discrete-time hazards to a PMF

Given a vector of discrete-time hazards \(h_1, \ldots, h_K\), computes the corresponding PMF: $$pmf_i = h_i \prod_{j < i} (1 - h_j)$$

Usage

hazards_to_pmf(hazards)

Arguments

hazards

Numeric vector of hazards in \([0, 1]\). The last entry must equal 1 (within \(10^{-8}\)), or a vector of length \(K-1\) may be supplied and the trailing 1 will be appended.

Value

Numeric vector of PMF values.

Details

The last hazard must equal 1 (to ensure the PMF sums to 1). If a vector of length \(K-1\) is supplied (all hazards except the final exit hazard), 1 is appended automatically.

See also

Other pdiscretestep: ddiscretestep(), pdiscretestep(), pmf_to_hazards(), rdiscretestep()

Examples

hazards_to_pmf(c(0.2, 0.3, 1))
#> [1] 0.20 0.24 0.56