Efficient Bayesian Inference for Dynamic Survival Models with Shrinkage

Efficient Markov chain Monte Carlo (MCMC) algorithms for fully Bayesian estimation of dynamic survival models with shrinkage priors. Details on the algorithms used are provided in Wagner (2011) , Bitto and Fr├╝hwirth-Schnatter (2019) and Cadonna et al. (2020) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.1.0 by Daniel Winkler, 5 months ago

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

Authors: Daniel Winkler [aut, cre] , Peter Knaus [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, stochvol, coda, utils, shrinkTVP

Suggests testthat

Linking to Rcpp, RcppArmadillo, RcppProgress, stochvol, shrinkTVP

See at CRAN