cpsurvsim: An R Package for Simulating Data from Change-Point Hazard Distributions

Change-point hazard models have several practical applications, including modeling processes such as cancer mortality rates and disease progression. While the inverse cumulative distribution function (CDF) method is commonly used for simulating data, we demonstrate shortcomings of this approach when data from change-point distributions with more than a scale parameter. We propose an alternative that takes advantage memoryless property survival introduce R package cpsurvsim which implements both simulation methods. The functions are discussed, demonstrated, compared.