transform.hazards - Transforms Cumulative Hazards to Parameter Specified by ODE
System
Targets parameters that solve Ordinary Differential
Equations (ODEs) driven by a vector of cumulative hazard
functions. The package provides a method for estimating these
parameters using an estimator defined by a corresponding
Stochastic Differential Equation (SDE) system driven by
cumulative hazard estimates. By providing cumulative hazard
estimates as input, the package gives estimates of the
parameter as output, along with pointwise (co)variances derived
from an asymptotic expression. Examples of parameters that can
be targeted in this way include the survival function, the
restricted mean survival function, cumulative incidence
functions, among others; see Ryalen, Stensrud, and Røysland
(2018) <doi:10.1093/biomet/asy035>, and further applications in
Stensrud, Røysland, and Ryalen (2019) <doi:10.1111/biom.13102>
and Ryalen et al. (2021) <doi:10.1093/biostatistics/kxab009>.
