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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.

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Install

install.packages('dynamichazard')

Monthly Downloads

250

Version

0.4.0

License

GPL-2

Issues

1

Pull Requests

0

Stars

9

Forks

3

Maintainer

Benjamin Christoffersen

Last Published

September 16th, 2017

Functions in dynamichazard (0.4.0)

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