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How to run the ReScaLE algorithm?

Steps:

  1. Write RCpp function for the hazard rate i.e. kappa and wrap it inside PHI_mult().
  2. Write RCpp function for the upper bound of kappa and wrap it inside M_mult().
  3. Rcpp::sourceCpp('file_name.cpp') in the R environment.
  4. Make a call to convert_to_dataframe() to create the ReScaLE skeleton.
  5. Then specify a time mesh.
  6. Make a call to skeleton_at_given_mesh() with relevant arguments.

Example:

See menarche_rescale_runs.R for a logistic regression model on the Menarche data.

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