We propose a parametric hazard model obtained by enforcing positivity in the damped harmonic oscillator. The resulting model has closed-form hazard and cumulative hazard functions, facilitating likelihood and Bayesian inference on the parameters. We show that this model can capture a range of hazard shapes, such as increasing, decreasing, unimodal, bathtub, and oscillatory patterns, and characterize the tails of the corresponding survival function. We illustrate the use of this model in survival analysis using real data.
翻译:我们提出了一种参数化风险模型,该模型通过对阻尼调和振荡器施加正性约束获得。所得模型具有闭式风险函数和累积风险函数,便于对参数进行似然和贝叶斯推断。研究表明,该模型能够捕捉多种风险形态,如递增型、递减型、单峰型、浴盆型和振荡型,并刻画了对应生存函数的尾部特征。我们通过实际数据展示了该模型在生存分析中的应用。