dynamichazard v0.5.0

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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
hatvalues.ddhazard Hat values for ddhazard object
ddhazard_boot Bootstrap for ddhazard
ddhazard_app ddhazard demo
get_risk_obj Risk set on an equidistant distant grid
hds Hard Drive failures.
ddhazard Fitting dynamic hazard models
logLik.PF_clouds Log likelihood of a PF_clouds object
ddFixed Auxiliary functions for fixed effects
predict.ddhazard Predict method for ddhazard
plot.ddhazard_space_errors State space error plot
plot.PF_EM Plot for a PF_EM object
static_glm Static glm fit
plot.PF_clouds Plot of clouds from a PF_clouds object
print.ddhazard_boot Summary statistics for a ddhazard_boot object
print.summary.ddhazard Summarizing Dynamic Hazard Models Fits
residuals.ddhazard Residuals method for ddhazard
logLik.ddhazard Log likelihood of mean path of ddhazard object
plot.ddhazard Plots for ddhazard object
get_survival_case_weights_and_data Get data.frame for discrete time survival models
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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
bib_style.csl
bibliography.bib
ddhazard.Rmd
ddhazard_bibliography.bib
ddhazard_header
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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 2017-11-22 15:12:37 UTC; User
Repository CRAN
Date/Publication 2017-11-22 17:03:27 UTC

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