dynamichazard v0.1.0

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by Benjamin Christoffersen

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.

Readme

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

suggests	biglm , captioner , formatR , httr , knitr , mgcv , rmarkdown , shiny , testthat , timereg
imports	graphics , parallel , Rcpp (>= 0.12.6) , stats , stringr , survival , utils
linkingto	RcppArmadillo
Contributors	R-core R-core@R-project.org, Alan Miller, Benjamin Christoffersen, Anthony Williams, Boost developers