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dynamichazard (version 0.2.0)

Dynamic Hazard Models using State Space Models

Description

Contains functions that lets you fit dynamic hazard models with binary outcomes using state space models. The methods are originally described in Fahrmeir (1992) and Fahrmeir (1994) . 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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Install

install.packages('dynamichazard')

Monthly Downloads

250

Version

0.2.0

License

GPL-2

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Maintainer

Benjamin Christoffersen

Last Published

January 20th, 2017

Functions in dynamichazard (0.2.0)

plot.fahrmeier_94_SpaceErrors

State space error plot
static_glm

Function to make a static glm fit
ddhazard_app

A Shiny app to illustrates model and method
print.ddhazard_boot

Summary statistics for a ddhazard_boot object
get_survival_case_weights_and_data

Static GLM fit for survival models
ddhazard_boot

ddFixed

Function used in formula of ddhazard for time-invariant effects
plot.fahrmeier_94

print.fahrmeier_94

Print function for ddhazard result
ddhazard

Function to fit dynamic discrete hazard models
get_risk_obj

Get the risk set at each bin over an equal distance grid
predict.fahrmeier_94

residuals.fahrmeier_94