dynamichazard (version 0.3.4)
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.