A Fast Nonparametric Sampling Method for Time to Event in Individual-Level Simulation Models.

The nonparametric sampling method is generic and can sample times to an event from any discrete (or discretizable) hazard without requiring any parametric assumption.The method is showcased with 5 commonly used distributions in discrete-event simulation models.The method produced very similar expected times to events, as well as their probability distribution, compared with analytical results.We provide a multivariate categorical sampling function for R and Python programming languages to sample times to events from processes with different hazards simultaneously.