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
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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

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