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dynamichazard  

Dynamic Hazard Models using State Space Models
View on CRAN: Click here


Download and install dynamichazard package within the R console
Install from CRAN:
install.packages("dynamichazard")

Install from Github:
library("remotes")
install_github("cran/dynamichazard")

Install by package version:
library("remotes")
install_version("dynamichazard", "1.0.2")



Attach the package and use:
library("dynamichazard")
Maintained by
Benjamin Christoffersen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-12-28
Latest Update:
Description:
Contains functions that lets you fit dynamic hazard models using state space models. The first implemented model is described in Fahrmeir (1992) and Fahrmeir (1994) . Extensions hereof are available where the Extended Kalman filter is replaced by an unscented Kalman filter. See Christoffersen (2021) for more details. Particle filters and smoothers are also supported more general state space models.
How to cite:
Benjamin Christoffersen (2016). dynamichazard: Dynamic Hazard Models using State Space Models. R package version 1.0.2, https://cran.r-project.org/web/packages/dynamichazard. Accessed 12 Mar. 2026.
Previous versions and publish date:
0.1.0 (2016-12-28 17:49), 0.2.0 (2017-01-20 14:35), 0.3.0 (2017-06-07 22:36), 0.3.1 (2017-06-08 13:38), 0.3.2 (2017-06-10 01:55), 0.3.3 (2017-06-18 15:09), 0.3.4 (2017-06-26 17:37), 0.3.5 (2017-07-15 14:11), 0.4.0 (2017-09-16 20:57), 0.5.0 (2017-11-22 18:03), 0.5.1 (2017-11-26 00:38), 0.5.2 (2018-06-25 19:36), 0.5.3 (2018-07-01 15:30), 0.6.0 (2018-10-09 15:40), 0.6.1 (2018-10-22 19:20), 0.6.2 (2019-01-10 23:11), 0.6.3 (2019-01-11 14:30), 0.6.4 (2019-03-11 17:02), 0.6.5 (2019-04-05 09:10), 0.6.6 (2019-10-14 10:50), 0.6.7 (2020-12-16 13:50), 0.6.8 (2021-02-15 16:20), 1.0.0 (2021-09-07 15:40), 1.0.1 (2021-10-11 18:40), 1.0.2 (2022-10-05 22:10)
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