Simulate observations from a Weibull distribution

Simulate observations from the model with cumulative hazard given by $$\Lambda(t) = \lambda\cdot t^s$$ where \(\lambda\) is the rate parameter and \(s\) is the shape parameter.

Usage

rweibullcox(n, rate, shape)

Arguments

n

(integer) number of observations

rate

(numeric) rate parameter (can be a vector of size n)

shape

(numeric) shape parameter (can be a vector of size n)

Details

[stats::rweibull()] uses a different parametrization with cumulative hazard given by $$H(t) = (t/b)^a,$$ i.e., the shape is the same \(a:=s\) but the scale paramter \(b\) is related to rate paramter \(r\) by $$r := b^{-a}$$

See also

[stats::rweibull()]