dynamichazard (0.2.0)

Dynamic Hazard Models using State Space Models.

https://github.com/boennecd/dynamichazard
http://cran.r-project.org/web/packages/dynamichazard

Contains functions that lets you fit dynamic hazard models with binary outcomes using state space models. The methods are originally described in Fahrmeir (1992) and Fahrmeir (1994) . The functions also provide an extension hereof where the Extended Kalman filter is replaced by an Unscented Kalman filter. Models are fitted with the regular coxph() like formula.

Maintainer: Benjamin Christoffersen
Author(s): Benjamin Christoffersen [cre, aut], Alan Miller [ctb], Anthony Williams [ctb], Boost developers [ctb, cph], R-core [ctb, cph]

License: GPL-2

Uses: boot, Rcpp, stringr, survival, R.rsp, biglm, mgcv, timereg, testthat, formatR, knitr, httr, shiny, rmarkdown, captioner

Released over 2 years ago.