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dynamichazard (version 0.4.0)
Dynamic Hazard Models using State Space Models
Description
Contains functions that lets you fit dynamic hazard models using
state space models. The first implemented model is described in Fahrmeir
(1992) and Fahrmeir (1994)
. Extensions hereof are available where the
Extended Kalman filter is replaced by an unscented Kalman filter and other
options including particle filters.