dynamichazard v0.4.0

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Dynamic Hazard Models using State Space Models

Contains functions that lets you fit dynamic hazard models using state space models. The first implemented model is described in Fahrmeir (1992) <doi:10.1080/01621459.1992.10475232> and Fahrmeir (1994) <doi:10.1093/biomet/81.2.317>. Extensions hereof are available where the Extended Kalman filter is replaced by an unscented Kalman filter and other options including particle filters.

Functions in dynamichazard

Name Description
PF_EM EM estimation with particle filters
get_survival_case_weights_and_data Static GLM fit for survival models
hatvalues.fahrmeier_94 Hat values for ddhazard
ddFixed Auxiliary functions for fixed effects
ddhazard_boot Bootstrap for ddhazard
residuals.fahrmeier_94 Residuals for ddhazard
get_risk_obj Get the risk set at each bin over an equal distance grid
static_glm Function to make a static glm fit
ddhazard Function to fit dynamic discrete hazard models
ddhazard_app ddhazard demo
model.frame.ddformula model.frame and model.matrix for ddformula
logLik.PF_clouds Log-Likelihood of a PF_clouds object
plot.fahrmeier_94_SpaceErrors State space error plot
logLik.fahrmeier_94 Log likelihood of smoothed state vector of a fahrmeier_94 object
predict.fahrmeier_94 Predict function for the result of ddhazard
plot.PF_EM Plot for a PF_EM object
print.ddhazard_boot Summary statistics for a ddhazard_boot object
plot.fahrmeier_94 Plots for ddhazard
print.fahrmeier_94 Print function for ddhazard result
plot.PF_clouds Plot of clouds from a PF_clouds object
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Vignettes of dynamichazard

Name
Diagnostics/Rossi.RData
Diagnostics/whas500.RData
Bootstrap_illustration.pdf.asis
Comparing_methods_for_logistic_models.Rmd
Diagnostics.Rmd
Particle_filtering.pdf.asis
Sim_study_with_logit.pdf.asis
bib_style.csl
ddhazard.Rmd
ddhazard_bibliography.bib
ddhazard_header
pbc_data.bib
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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 2017-09-16 14:09:13 UTC; User
Repository CRAN
Date/Publication 2017-09-16 18:57:46 UTC

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