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

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