Piecewise Exponential Distribution with Random Time Grids

Fits the Piecewise Exponential distribution with random time grids using the clustering structure of the Product Partition Models. Details of the implemented model can be found in Demarqui et al. (2008) .

peppm

R package to fit the Piecewise Exponential distribution with random time grids using the clustering structure of the Product Partition Models.

Installation: devtools::install_github("fndemarqui/peppm")