static_glm

<code><a rd-options="survival" href="/link/coxph?package=dynamichazard&version=0.1.0&to=survival" data-mini-rdoc="survival::coxph">coxph</a></code> like formula with <code><a rd-options="survival" href="/link/Surv?package=dynamichazard&version=0.1.0&to=survival" data-mini-rdoc="survival::Surv">Surv</a>(tstart, tstop, event)</code> on the left hand site of <code>~</code>

formula

Data frame or environment containing the outcome and co-variates

data

Length of each intervals that cases are binned into

max_T

The id for each row in <code>data</code>. This is important when variables are time varying

<code>"logit"</code> or <code>"exponential"</code> for the static equivalent model of <code><a rd-options="" href="/link/ddhazard?package=dynamichazard&version=0.1.0" data-mini-rdoc="dynamichazard::ddhazard">ddhazard</a></code>

family

<code>TRUE</code> if you want to save the design matrix used in <code><a rd-options="" href="/link/glm?package=dynamichazard&version=0.1.0" data-mini-rdoc="dynamichazard::glm">glm</a></code>

model

weights if a skewed sample or similar is used

weights

A pre-computed result from a <code><a rd-options="" href="/link/get_risk_obj?package=dynamichazard&version=0.1.0" data-mini-rdoc="dynamichazard::get_risk_obj">get_risk_obj</a></code>. Will be used to skip some computations

risk_obj

arguments passed to <code><a rd-options="" href="/link/glm?package=dynamichazard&version=0.1.0" data-mini-rdoc="dynamichazard::glm">glm</a></code>

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.

Benjamin Christoffersen

dynamichazard

Dynamic Hazard Models using State Space Models

static_glm function

<code><a rd-options='survival' href='coxph'>coxph</a></code> like formula with <code><a rd-options='survival' href='Surv'>Surv</a>(tstart, tstop, event)</code> on the left hand site of <code>~</code>

<code>"logit"</code> or <code>"exponential"</code> for the static equivalent model of <code><a rd-options='' href='ddhazard'>ddhazard</a></code>

<code>TRUE</code> if you want to save the design matrix used in <code><a rd-options='' href='glm'>glm</a></code>

A pre-computed result from a <code><a rd-options='' href='get_risk_obj'>get_risk_obj</a></code>. Will be used to skip some computations

arguments passed to <code><a rd-options='' href='glm'>glm</a></code>

static_glm: Function to make a static glm fit

Description

Usage

Arguments

Value

Details