HQM

Authors Alex Isakson, Dimitrios Bagkavos

Last update 26 March 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.1.0, 0.1.1, 0.1.2, 0.1.4, 1.0, 1.1, 2.0, PACKAGES.rds, 2.1

Description

Provides univariate and indexed (multivariate) nonparametric smoothed kernel estimators for the future conditional hazard rate function when time-dependent covariates are present, a bandwidth selector for the estimator's implementation and pointwise and uniform confidence bands. Methods used in the package refer to Bagkavos, Isakson, Mammen, Nielsen and Proust-Lima (2025) <doi:10.1093/biomet/asaf008>.

Cites work

Super-efficient estimation of future conditional hazards based on time-homogeneous high-quality marker information

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