jdmaturen/shifted_beta_geometric_py

definition of survival in the code

chanansh opened this issue · 1 comments

In the paper survival is product of of probabilities (see eq 1 in https://faculty.wharton.upenn.edu/wp-content/uploads/2012/04/Fader_hardie_jim_07.pdf):
S(t) = Pi(r_i, i=1:t)

Yet, in the code it is differences : S = 1 - sum(r_i, i=1:t)

def survivor(probabilities, t):
    """Survivor function S"""
    s = 1 - probabilities[0]
    for x in xrange(1, t + 1):
        s = s - probabilities[x]
    return s

oh sorry, probabilites are p(T) not r(T) so that's ok