DESCRIPTION

Package: dynamichazard
Type: Package
Title: Dynamic Hazard Models using State Space Models
Version: 1.0.2
Authors@R: c(person("Benjamin", "Christoffersen", 
                    email = "boennecd@gmail.com", 
                    role = c("cre", "aut"),  
                    comment = c(ORCID = "0000-0002-7182-1346")),
             person("Alan", "Miller", 
                    role = c("cph")),
             person("Anthony", "Williams", 
                    role = c("cph")),
             person("Boost developers", 
                    role = c("cph")),
             person("R-core", email = "R-core@R-project.org",
                    role = c("cph")))
Description: Contains functions that lets you fit dynamic hazard models using 
  state space models. The first implemented model is described in Fahrmeir 
  (1992) <doi:10.1080/01621459.1992.10475232> and Fahrmeir (1994) 
  <doi:10.1093/biomet/81.2.317>. Extensions hereof are available where the  
  Extended Kalman filter is replaced by an unscented Kalman filter. 
  See Christoffersen (2021) <doi:10.18637/jss.v099.i07> for more details. 
  Particle filters and smoothers are also supported more general state space 
  models.
License: GPL-2
LazyData: TRUE
LinkingTo: Rcpp, RcppArmadillo
Imports: parallel, Rcpp (>= 0.12.6), boot
Depends: R (>= 3.5.0), stats, graphics, utils, survival
RoxygenNote: 7.1.1
Suggests: testthat, knitr, rmarkdown, timereg, captioner, biglm, httr, mgcv, shiny, formatR, R.rsp, speedglm, dichromat, colorspace, plyr, gsl, mvtnorm, nloptr (>= 1.2.0)
VignetteBuilder: knitr, R.rsp
BugReports: https://github.com/boennecd/dynamichazard/issues
SystemRequirements: C++11
URL: https://github.com/boennecd/dynamichazard
Encoding: UTF-8
NeedsCompilation: yes