durmod: Mixed Proportional Hazard Competing Risk Model
Estimation of piecewise constant mixed proportional hazard competing risk model with NPMLE.
The model is described in S. Gaure et al. (2007) <doi:10.1016/j.jeconom.2007.01.015>,
J. Heckman and B. Singer (1984) <doi:10.2307/1911491>, and
B.G. Lindsay (1983) <doi:10.1214/aos/1176346059>.
Version: |
1.1-4 |
Depends: |
R (≥ 3.5.0) |
Imports: |
Rcpp (≥ 1.0.1), stats, utils, numDeriv, nloptr, parallel, data.table, mvtnorm |
LinkingTo: |
Rcpp |
Suggests: |
knitr |
Published: |
2020-03-30 |
Author: |
Simen Gaure [aut,
cre] |
Maintainer: |
Simen Gaure <simen at gaure.no> |
BugReports: |
https://github.com/sgaure/durmod/issues |
License: |
Artistic-2.0 |
URL: |
https://github.com/sgaure/durmod |
NeedsCompilation: |
yes |
Classification/JEL: |
C14, C15, C41 |
Materials: |
NEWS |
In views: |
Econometrics |
CRAN checks: |
durmod results |
Documentation:
Downloads:
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