Formula: F_k(t) = integral S(u-) lambda_k(u) du
Details
The Aalen-Johansen estimator. With a single cause and no competing event it collapses to exactly 1 - KM(t), the identity used to check it; with competing events it stays below that, because a subject who fails of another cause can never fail of this one.
References
Kalbfleisch & Prentice (2002), The Statistical Analysis of Failure Time Data, 2nd ed., Wiley, section 8.2; Aalen & Johansen (1978), Scand. J. Statist. 5(3):141-150.
Examples
V <- c(1, 2, 3, 4, 5, 6, 7, 8)
Crrcim(V, V)
#> $estimate
#> [1] 0.125
#>
#> $time
#> [1] 1 2 3 4 5 6 7 8
#>
#> $cif
#> [1] 0.125 0.125 0.125 0.125 0.125 0.125 0.125 0.125
#>
#> $surv
#> [1] 0.875 0.750 0.625 0.500 0.375 0.250 0.125 0.000
#>
#> $n_risk
#> [1] 8 7 6 5 4 3 2 1
#>
#> $n_event
#> [1] 1 0 0 0 0 0 0 0
#>
#> $n
#> [1] 8
#>
#> $method
#> [1] "Aalen-Johansen cumulative incidence function"
#>
#> attr(,"class")
#> [1] "morie_rich_result" "list"
