MPIDR Technical Report

Example for a piecewise constant hazard data simulation in R

MPIDR Technical Report TR-2010-003, 9 pages.
Rostock, Max Planck Institute for Demographic Research (May 2010)


Computer simulation may help to improve our knowledge about statistics. In event-history analysis, we prefer to use the hazard function instead of the distribution function of the random variable time-to-event. In this paper, we provide a proof-of-concept that may be used to derive random times following a piecewise constant hazard function. We use the statistical software package R. (Keywords: Demography, event-history analysis, hazard function, computer simulation)
The Max Planck Institute for Demographic Research (MPIDR) in Rostock is one of the leading demographic research centers in the world. It's part of the Max Planck Society, the internationally renowned German research society.