dynamichazard v0.6.6
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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_get_score_n_hess | Approximate Observed Information Matrix and Score Vector | |
| ddhazard | Fitting Dynamic Hazard Models | |
| ddhazard_boot | Bootstrap for ddhazard Object | |
| ddhazard_app | ddhazard Demo | |
| PF_EM | EM Estimation with Particle Filters and Smoothers | |
| PF_forward_filter | Forward Particle Filter | |
| ddFixed | Auxiliary Functions for Fixed Effects | |
| PF_control | Auxiliary for Controlling Particle Fitting | |
| ddhazard_control | Auxiliary for Controlling Dynamic Hazard Models | |
| plot.ddsurvcurve | Create and plot survival curves | |
| get_cloud_quantiles | Compute Quantile Estimates from Particle Cloud | |
| plot.PF_EM | Plot for a PF_EM Object | |
| logLik.ddhazard | Log Likelihood of Mean Path of ddhazard Object | |
| plot.PF_clouds | Plot of Clouds from a PF_clouds Object | |
| get_survival_case_weights_and_data | Get data.frame for Discrete Time Survival Models | |
| hatvalues.ddhazard | Hat Values for ddhazard Object | |
| plot.ddhazard | Plots for ddhazard Object | |
| print.ddhazard_boot | Summary Statistics for a ddhazard_boot Object | |
| get_risk_obj | Risk Set on an Equidistant Distant Grid | |
| residuals.ddhazard | Residuals Method for ddhazard Object | |
| logLik.PF_EM | Approximate Log-Likelihood from a Particle Filter | |
| hds | Hard Drive Failures | |
| get_Q_0 | Compute Time-Invariant Covariance Matrix | |
| static_glm | Static glm Fit | |
| print.summary.ddhazard | Summarizing Dynamic Hazard Models Fits | |
| plot.ddhazard_space_errors | State Space Error Plot | |
| get_cloud_means | Compute Mean Estimates from Particle Cloud | |
| predict.ddhazard | Predict Method for ddhazard Object | |
| No Results! | ||
Vignettes of dynamichazard
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Details
| Type | Package |
| License | GPL-2 |
| LazyData | TRUE |
| LinkingTo | Rcpp, RcppArmadillo |
| 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 | 2019-10-09 07:16:50 UTC; boennecd |
| Repository | CRAN |
| Date/Publication | 2019-10-14 08:50:02 UTC |
| suggests | biglm , captioner , colorspace , dichromat , formatR , gsl , httr , knitr , mgcv , mvtnorm , nloptr (>= 1.2.0) , plyr , R.rsp , rmarkdown , shiny , speedglm , testthat , timereg |
| imports | boot , parallel , Rcpp (>= 0.12.6) |
| depends | graphics , R (>= 3.5.0) , stats , survival , utils |
| linkingto | RcppArmadillo |
| Contributors | R-core R-core@R-project.org, Alan Miller, Anthony Williams, Boost developers |
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