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) .


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install.packages("shrinkDSM")

0.1.0 by Daniel Winkler, 22 days 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