The functions described in this chapter have primary application in the areas of reliability and life testing, but they may find application in any situation in which analysis of binomial events over time is of interest. Kalbfleisch and Prentice (1980), Elandt-Johnson and Johnson (1980), Lee (1980), Gross and Clark (1975), Lawless (1982), and Chiang (1968) and Tanner and Wong (1984) are references for discussing the models and methods described in this chapter.

Function imsls_f_kaplan_meier_estimates produces Kaplan-Meier (product-limit) estimates of the survival distribution in a single population, and these can be printed using the IMSLS_PRINT optional argument.

Function imsls_f_prop_hazards_gen_lin computes the parameter estimates in a proportional hazards model.

Function imsls_f_survival_glm fits any of several generalized linear models for survival data, and imsls_f_survival_estimates computes estimates of survival probabilities based upon the same models.

Function imsls_f_nonparam_hazard_rate performs nonparametric hazard rate estimation using kernel functions and quasi-likelihoods.

Function imsls_f_life_tables computes and (optionally) prints an actuarial table based either upon a cohort followed over time or a cross-section of a population.