dynamichazard v0.2.0
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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.
Functions in dynamichazard
| Name | Description | |
| 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 | Bootstrap for ddhazard | |
| ddFixed | Function used in formula of ddhazard for time-invariant effects | |
| plot.fahrmeier_94 | Plots for ddhazard | |
| 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 | Predict function for the result of ddhazard | |
| residuals.fahrmeier_94 | Residuals for ddhazard | |
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Details
| Type | Package |
| License | GPL-2 |
| LazyData | TRUE |
| LinkingTo | Rcpp, RcppArmadillo |
| RoxygenNote | 5.0.1 |
| VignetteBuilder | knitr, R.rsp |
| BugReports | https://github.com/boennecd/dynamichazard/issues |
| SystemRequirements | C++11 |
| URL | https://github.com/boennecd/dynamichazard |
| Encoding | UTF-8 |
| NeedsCompilation | yes |
| Packaged | 2017-01-20 12:57:26 UTC; boennecd |
| Repository | CRAN |
| Date/Publication | 2017-01-20 14:35:18 |
| suggests | biglm , captioner , formatR , httr , knitr , mgcv , R.rsp , rmarkdown , shiny , testthat , timereg |
| imports | boot , parallel , Rcpp (>= 0.12.6) , stringr |
| depends | graphics , R (>= 3.3.2) , stats , survival , utils |
| linkingto | RcppArmadillo |
| Contributors | R-core R-core@R-project.org, Alan Miller, Anthony Williams, Boost developers |
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