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 Diagnostics ddhazard 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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