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) 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.


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install.packages("dynamichazard")

0.4.0 by Benjamin Christoffersen, a month ago


https://github.com/boennecd/dynamichazard


Report a bug at https://github.com/boennecd/dynamichazard/issues


Browse source code at https://github.com/cran/dynamichazard


Authors: Benjamin Christoffersen [cre, aut], Alan Miller [cph], Anthony Williams [cph], Boost developers [cph], R-core [cph]


Documentation:   PDF Manual  


GPL-2 license


Imports parallel, Rcpp, boot, stringr, data.table

Depends on stats, graphics, utils, survival

Suggests testthat, knitr, rmarkdown, timereg, captioner, biglm, httr, mgcv, shiny, formatR, R.rsp, speedglm, dichromat, colorspace

Linking to Rcpp, RcppArmadillo

System requirements: C++11


See at CRAN