BGPhazard

Markov Beta and Gamma Processes for Modeling Hazard Rates

Last update: 3 September 2023

Software version identifier: 0.9.0, 0.9.1, 0.9.2, 1.0, 1.1, 1.2.2, 1.2.3, 2.0.0, 2.0.1, 2.1.0, 2.1.1

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

Description

Computes the hazard rate estimate as described by Nieto-Barajas & Walker (2002), Nieto-Barajas (2003), Nieto-Barajas & Walker (2007) and Nieto-Barajas & Yin (2008).