dynamichazard

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Dynamic Hazard Models using State Space Models

Benjamin Christoffersen

Last update: 5 October 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1.0, 0.2.0, 0.3.0, 0.3.1, 0.3.2, 0.3.3, 0.3.4, 0.3.5, 0.4.0, 0.5.0, 0.5.1, 0.5.2, 0.5.3, 0.6.0, 0.6.1, 0.6.2, 0.6.3, 0.6.4, 0.6.5, 0.6.6, 0.6.7, 0.6.8, 1.0.0, 1.0.1, 1.0.2

Source code repository: https://github.com/cran/dynamichazard

Cites work

• Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models
• Dynamic modelling and penalized likelihood estimation for discrete time survival data
• dynamichazard: Dynamic Hazard Models Using State Space Models

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