logLik.fahrmeier_94

an object of class <code>fahrmeier_94</code>.

object

new data to evaluate the likelihood for.

data

the individual identifiers as in <code><a rd-options="" href="/link/ddhazard?package=dynamichazard&version=0.4.0" data-mini-rdoc="dynamichazard::ddhazard">ddhazard</a></code>.

Computes the log likelihood of (a potentially new) data set given the estimated:
$$E_{\theta}(\alpha_1 | y_{1:d}), E_{\theta}(\alpha_{2} | y_{1:d}), ..., E_{\theta}(\alpha_{d} | y_{1:d})$$
from the <code>fahrmeier_94</code> class object. Note that this is not the log likelihood of the observed data given the outcome.

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.

Benjamin Christoffersen

dynamichazard

Dynamic Hazard Models using State Space Models

Alan Miller

Anthony Williams

Boost developers 

R-core 

logLik.fahrmeier_94 function

the individual identifiers as in <code><a rd-options='' href='ddhazard'>ddhazard</a></code>.

logLik.fahrmeier_94: Log likelihood of smoothed state vector of a `fahrmeier_94` object

Description

Usage

Arguments