R/utils.R
map_hazard_to_density.RdMap Predicted Hazard to Predicted Density for a Single Observation
map_hazard_to_density(hazard_pred_single_obs)A numeric vector of predicted hazard of
failure in a given bin (under a given partitioning of the support) for a
single observational unit based on a long format data structure (from
format_long_hazards). This is the probability that a given
value falls in a corresponding bin, given that it has not yet failed
(fallen in a preceding bin), as per Díaz I, van der Laan MJ (2011).
“Super learner based conditional density estimation with application to marginal structural models.”
International Journal of Biostatistics, 7(1), 1--20.
doi:10.2202/1557-4679.1356
.
.
A matrix composed of a single row and a number of columns
specified by the grid of penalization parameters used in fitting of the
highly adaptive lasso. This is the predicted conditional density for a
given observation, re-mapped from the hazard scale.
For a single observation, map a predicted hazard of failure (as an occurrence in a particular bin, under a given partitioning of the support) to a density.