Dynamic Hazard Models using State Space Models

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.


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Reference manual

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install.packages("dynamichazard")

0.3.5 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