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 ORCID iD [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-devel-UCRT: 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-release (x86_64): dynamichazard_1.0.1.tgz, r-oldrel: dynamichazard_1.0.1.tgz
Old sources: dynamichazard archive

Linking:

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