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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Details
| 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 |
| suggests | biglm , captioner , colorspace , dichromat , formatR , httr , knitr , mgcv , R.rsp , rmarkdown , shiny , speedglm , testthat , timereg |
| imports | boot , data.table , 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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