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dynamichazard (version 0.5.3)

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

92

Version

0.5.3

License

GPL-2

Issues

1

Pull Requests

0

Stars

9

Forks

3

Maintainer

Benjamin Christoffersen

Last Published

July 1st, 2018

Functions in dynamichazard (0.5.3)

print.summary.ddhazard

Summarizing Dynamic Hazard Models Fits
print.ddhazard_boot

Summary Statistics for a ddhazard_boot Object
hatvalues.ddhazard

Hat Values for ddhazard Object
get_risk_obj

Risk Set on an Equidistant Distant Grid
ddhazard

Fitting Dynamic Hazard Models
ddhazard_boot

Bootstrap for ddhazard Object
hds

Hard Drive Failures
PF_EM

EM Estimation with Particle Filters and Smoothers
ddhazard_app

ddhazard Demo
PF_control

Auxiliary for Controlling Particle Fitting
ddFixed

Auxiliary Functions for Fixed Effects
get_survival_case_weights_and_data

Get data.frame for Discrete Time Survival Models
predict.ddhazard

Predict Method for ddhazard Object
plot.PF_clouds

Plot of Clouds From a PF_clouds Object
residuals.ddhazard

Residuals Method for ddhazard Object
logLik.PF_clouds

Log Likelihood of a PF_clouds Object
logLik.ddhazard

Log Likelihood of Mean Path of ddhazard Object
static_glm

Static glm Fit
plot.ddhazard

Plots for ddhazard Object
plot.PF_EM

Plot for a PF_EM Object
plot.ddhazard_space_errors

State Space Error Plot