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 and other options including particle filters. The implemented particle filters support more general state space models.

Version: 0.6.6
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: 2019-10-14
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
Materials: NEWS
In views: Survival
CRAN checks: dynamichazard results


Reference manual: dynamichazard.pdf
Vignettes: Comparing methods for time varying logistic models
Bootstrap illustration
Particle filters in the dynamichazard package
Package source: dynamichazard_0.6.6.tar.gz
Windows binaries: r-devel: dynamichazard_0.6.6.zip, r-release: dynamichazard_0.6.6.zip, r-oldrel: dynamichazard_0.6.6.zip
macOS binaries: r-release: dynamichazard_0.6.6.tgz, r-oldrel: dynamichazard_0.6.6.tgz
Old sources: dynamichazard archive


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