dynamichazard (0.4.0)

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 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.

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

License: GPL-2

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

Released almost 2 years ago.