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 <boennecd at gmail.com>

Author(s): Benjamin Christoffersen*, Alan Miller*, Anthony Williams*, Boost developers*, R-core*

Install package and any missing dependencies by running this line in your R console:

install.packages("dynamichazard")

Depends R (>= 3.3.2), stats, graphics, utils, survival
Imports parallel, Rcpp(>=0.12.6), boot, stringr, data.table
Suggests testthat, knitr, rmarkdown, timereg, captioner, biglm, httr, mgcv, shiny, formatR, R.rsp, speedglm, dichromat, colorspace
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Package dynamichazard
Materials
URL https://github.com/boennecd/dynamichazard
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Version 0.3.3
Published 2017-06-18
License GPL-2
BugReports https://github.com/boennecd/dynamichazard/issues
SystemRequirements C++11
NeedsCompilation yes
Citation
CRAN checks dynamichazard check results
Package source dynamichazard_0.3.3.tar.gz