Interpolated ITS method
We can also use the ITS method to generate Illustration of the interpolated inverse transform sampling method for simulating time-to-event data. A survival time of 3.6 y has been simulated by first sampling a value of 0.32 from a uniform distribution between 0 and 1 and then interpolating the survival probabilities over discrete time units using monotone cubic splines at 0.32 and recording the interpolated cycle time of 3.6 y.The interpolated ITS sampling scheme for simulating time-to-event data from a vector of survival probabilities over discrete time units is given in Interpolated Inverse Transform Sampling Scheme for Simulating Time-to-Event Data from a Vector of Survival Probabilities over Discrete Time Units