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
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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 |
| 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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