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dynamichazard (version 0.3.0)

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.packages('dynamichazard')

Monthly Downloads

327

Version

0.3.0

License

GPL-2

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Last Published

June 7th, 2017

Functions in dynamichazard (0.3.0)