dynamichazard v0.6.5
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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. The implemented particle filters support
more general state space models.
Functions in dynamichazard
| Name | Description | |
| PF_EM | EM Estimation with Particle Filters and Smoothers | |
| get_cloud_quantiles | Compute Quantile Estimates from Particle Cloud | |
| ddhazard | Fitting Dynamic Hazard Models | |
| get_risk_obj | Risk Set on an Equidistant Distant Grid | |
| get_survival_case_weights_and_data | Get data.frame for Discrete Time Survival Models | |
| plot.PF_clouds | Plot of Clouds from a PF_clouds Object | |
| logLik.ddhazard | Log Likelihood of Mean Path of ddhazard Object | |
| ddhazard_control | Auxiliary for Controlling Dynamic Hazard Models | |
| plot.PF_EM | Plot for a PF_EM Object | |
| ddhazard_boot | Bootstrap for ddhazard Object | |
| plot.ddhazard | Plots for ddhazard Object | |
| plot.ddhazard_space_errors | State Space Error Plot | |
| plot.ddsurvcurve | Create and plot survival curves | |
| static_glm | Static glm Fit | |
| hatvalues.ddhazard | Hat Values for ddhazard Object | |
| hds | Hard Drive Failures | |
| print.summary.ddhazard | Summarizing Dynamic Hazard Models Fits | |
| predict.ddhazard | Predict Method for ddhazard Object | |
| logLik.PF_EM | Approximate Log-Likelihood from a Particle Filter | |
| print.ddhazard_boot | Summary Statistics for a ddhazard_boot Object | |
| residuals.ddhazard | Residuals Method for ddhazard Object | |
| PF_forward_filter | Forward Particle Filter | |
| PF_get_score_n_hess | Approximate Negative Observation Matrix and Score Vector | |
| get_Q_0 | Compute Time-Invariant Covariance Matrix | |
| get_cloud_means | Compute Mean Estimates from Particle Cloud | |
| ddhazard_app | ddhazard Demo | |
| PF_control | Auxiliary for Controlling Particle Fitting | |
| ddFixed | Auxiliary Functions for Fixed Effects | |
| No Results! | ||
Vignettes of dynamichazard
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Details
| Type | Package |
| License | GPL-2 |
| LazyData | TRUE |
| LinkingTo | Rcpp, RcppArmadillo, nloptr (>= 1.2.0) |
| RoxygenNote | 6.1.1 |
| 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 | 2019-04-05 06:21:11 UTC; boennecd |
| Repository | CRAN |
| Date/Publication | 2019-04-05 07:10:03 UTC |
| suggests | biglm , captioner , colorspace , dichromat , formatR , gsl , httr , knitr , mgcv , mvtnorm , plyr , R.rsp , rmarkdown , shiny , speedglm , testthat , timereg |
| imports | boot , nloptr (>= 1.2.0) , parallel , Rcpp (>= 0.12.6) |
| depends | graphics , R (>= 3.3.0) , stats , survival , utils |
| linkingto | RcppArmadillo |
| Contributors | R-core R-core@R-project.org, Alan Miller, Anthony Williams, Boost developers |
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