dynamichazard: Dynamic Hazard Models using State Space Models
Contains functions that lets you fit dynamic hazard models using state space models. The first implemented model is described in Fahrmeir (1992) <doi:10.1080/01621459.1992.10475232> and Fahrmeir (1994) <doi:10.1093/biomet/81.2.317>. Extensions hereof are available where the Extended Kalman filter is replaced by an unscented Kalman filter. See Christoffersen (2021) <doi:10.18637/jss.v099.i07> for more details. Particle filters and smoothers are also supported more general state space models.
| Version: | 1.0.1 |
| Depends: | R (≥ 3.5.0), stats, graphics, utils, survival |
| Imports: | parallel, Rcpp (≥ 0.12.6), boot |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat, knitr, rmarkdown, timereg, captioner, biglm, httr, mgcv, shiny, formatR, R.rsp, speedglm, dichromat, colorspace, plyr, gsl, mvtnorm, nloptr (≥ 1.2.0) |
| Published: | 2021-10-11 |
| Author: | Benjamin Christoffersen
 [cre, aut],
Alan Miller [cph],
Anthony Williams [cph],
Boost developers [cph],
R-core [cph] |
| Maintainer: | Benjamin Christoffersen <boennecd at gmail.com> |
| BugReports: | https://github.com/boennecd/dynamichazard/issues |
| License: | GPL-2 |
| URL: | https://github.com/boennecd/dynamichazard |
| NeedsCompilation: | yes |
| SystemRequirements: | C++11 |
| Citation: | dynamichazard citation info |
| Materials: | NEWS |
| CRAN checks: | dynamichazard results |
Documentation:
| Reference manual: | dynamichazard.pdf |
| Vignettes: |
Comparing methods for time varying logistic models Diagnostics ddhazard Bootstrap illustration Particle filters in the dynamichazard package |
Downloads:
| Package source: | dynamichazard_1.0.1.tar.gz |
| Windows binaries: | r-devel: dynamichazard_1.0.1.zip, r-release: dynamichazard_1.0.1.zip, r-oldrel: dynamichazard_1.0.1.zip |
| macOS binaries: | r-release (arm64): dynamichazard_1.0.1.tgz, r-oldrel (arm64): dynamichazard_1.0.1.tgz, r-release (x86_64): dynamichazard_1.0.1.tgz, r-oldrel (x86_64): dynamichazard_1.0.1.tgz |
| Old sources: | dynamichazard archive |
Linking:
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