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.

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Description file content

Package
dynamichazard
Type
Package
Title
Dynamic Hazard Models using State Space Models
Version
0.4.0
Description
Contains functions that lets you fit dynamic hazard models using state space models. The first implemented model is described in Fahrmeir (1992) and Fahrmeir (1994) . Extensions hereof are available where the Extended Kalman filter is replaced by an unscented Kalman filter and other options including particle filters.
License
GPL-2
LazyData
TRUE
LinkingTo
Rcpp, RcppArmadillo
Imports
parallel, Rcpp (>= 0.12.6), boot, stringr, data.table
Depends
R (>= 3.3.2), stats, graphics, utils, survival
RoxygenNote
6.0.1
Suggests
testthat, knitr, rmarkdown, timereg, captioner, biglm, httr, mgcv, shiny, formatR, R.rsp, speedglm, dichromat, colorspace
VignetteBuilder
knitr, R.rsp
BugReports
https://github.com/boennecd/dynamichazard/issues
SystemRequirements
C++11
URL
Encoding
UTF-8
NeedsCompilation
yes
Packaged
2017-09-16 14:09:13 UTC; User
Author
Benjamin Christoffersen [cre, aut], Alan Miller [cph], Anthony Williams [cph], Boost developers [cph], R-core [cph]
Maintainer
Benjamin Christoffersen
Repository
CRAN
Date/Publication
2017-09-16 18:57:46 UTC

install.packages('dynamichazard')

0.4.0

a month ago

https://github.com/boennecd/dynamichazard

Benjamin Christoffersen

GPL-2

Depends on

R (>= 3.3.2), stats, graphics, utils, survival

Imports

parallel, Rcpp (>= 0.12.6), boot, stringr, data.table

Suggests

testthat, knitr, rmarkdown, timereg, captioner, biglm, httr, mgcv, shiny, formatR, R.rsp, speedglm, dichromat, colorspace

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