dynamichazard v0.3.1


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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
get_risk_obj Get the risk set at each bin over an equal distance grid
get_survival_case_weights_and_data Static GLM fit for survival models
ddFixed Auxiliary functions for fixed effects
ddhazard Function to fit dynamic discrete hazard models
print.fahrmeier_94 Print function for ddhazard result
residuals.fahrmeier_94 Residuals for ddhazard
ddhazard_app ddhazard demo
ddhazard_boot Bootstrap for ddhazard
plot.fahrmeier_94 Plots for ddhazard
plot.fahrmeier_94_SpaceErrors State space error plot
static_glm Function to make a static glm fit
predict.fahrmeier_94 Predict function for the result of ddhazard
print.ddhazard_boot Summary statistics for a ddhazard_boot object
hatvalues.fahrmeier_94 Hat values for ddhazard
model.frame.ddformula model.frame and model.matrix for ddformula
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Type Package
License GPL-2
LazyData TRUE
LinkingTo Rcpp, RcppArmadillo
RoxygenNote 6.0.1
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 2017-06-08 09:11:23 UTC; boennecd
Repository CRAN
Date/Publication 2017-06-08 11:38:43 UTC

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