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dynamichazard (version 0.5.0)

Dynamic Hazard Models using State Space Models

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.

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Install

install.packages('dynamichazard')

Monthly Downloads

253

Version

0.5.0

License

GPL-2

Issues

1

Pull Requests

0

Stars

9

Forks

3

Maintainer

Benjamin Christoffersen

Last Published

November 22nd, 2017

Functions in dynamichazard (0.5.0)

PF_EM

EM estimation with particle filters
hatvalues.ddhazard

Hat values for ddhazard object
ddhazard_boot

Bootstrap for ddhazard
ddhazard_app

ddhazard demo
get_risk_obj

Risk set on an equidistant distant grid
hds

Hard Drive failures.
ddhazard

Fitting dynamic hazard models
logLik.PF_clouds

Log likelihood of a PF_clouds object
ddFixed

Auxiliary functions for fixed effects
predict.ddhazard

Predict method for ddhazard
plot.ddhazard_space_errors

State space error plot
plot.PF_EM

Plot for a PF_EM object
static_glm

Static glm fit
plot.PF_clouds

Plot of clouds from a PF_clouds object
print.ddhazard_boot

Summary statistics for a ddhazard_boot object
print.summary.ddhazard

Summarizing Dynamic Hazard Models Fits
residuals.ddhazard

Residuals method for ddhazard
logLik.ddhazard

Log likelihood of mean path of ddhazard object
plot.ddhazard

Plots for ddhazard object
get_survival_case_weights_and_data

Get data.frame for discrete time survival models