dynamichazard v0.1.0

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Dynamic Hazard Models using State Space Models

Contains functions that lets you fit dynamic hazard models with binary outcomes using state space models. The methods are originally described in Fahrmeir (1992) <doi:10.1080/01621459.1992.10475232> and Fahrmeir (1994) <doi:10.1093/biomet/81.2.317>. The functions also provide an extension hereof where the Extended Kalman filter is replaced by an Unscented Kalman filter. Models are fitted with the regular coxph() like formula.

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Build Status

dynamichazard

The goal of dynamichazard is to [TO BE WRITTEN]

Installation

You can install dynamichazard from github with:

# install.packages("devtools")
devtools::install_github("dynamichazard/boennecd")

Example

This is a basic example which shows you how to solve a common problem: [TO BE WRITTEN]

Functions in dynamichazard

Name Description
plot.fahrmeier_94 Plots for ddhazard
static_glm Function to make a static glm fit
residuals.fahrmeier_94 Residuals for ddhazard
predict.fahrmeier_94 Predict function for the result of ddhazard
ddFixed Function used in formula of ddhazard for time-invariant effects
ddhazard_app A Shiny app to illustrates model and method
ddhazard Function to fit dynamic discrete hazard models
get_survival_case_weigths_and_data Static GLM fit for survival models
plot.fahrmeier_94_SpaceErrors State space error plot
get_risk_obj Get the risk set at each bin over an equal distance grid
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Details

Type Package
License GPL-2
LazyData TRUE
LinkingTo Rcpp, RcppArmadillo
RoxygenNote 5.0.1
VignetteBuilder knitr
BugReports https://github.com/boennecd/dynamichazard/issues
SystemRequirements C++11
URL https://github.com/boennecd/dynamichazard
NeedsCompilation yes
Packaged 2016-12-28 16:32:25 UTC; boennecd
Repository CRAN
Date/Publication 2016-12-28 17:49:25

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