English

On harmonic oscillator hazard functions

Methodology 2024-11-01 v3

Abstract

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.

Cite

@article{arxiv.2408.15964,
  title  = {On harmonic oscillator hazard functions},
  author = {J. A. Christen and F. J. Rubio},
  journal= {arXiv preprint arXiv:2408.15964},
  year   = {2024}
}

Comments

R code and data are available at: https://github.com/FJRubio67/HOH

R2 v1 2026-06-28T18:26:50.081Z