HQM: Superefficient Estimation of Future Conditional Hazards Based on Marker Information

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>.

Getting started

Package details

AuthorDimitrios Bagkavos [aut, cre], Alex Isakson [ctb], Enno Mammen [ctb], Jens Nielsen [ctb], Cecile Proust-Lima [ctb]
MaintainerDimitrios Bagkavos <dimitrios.bagkavos@gmail.com>
LicenseGPL (>= 2)
Version2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HQM")

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HQM documentation built on Jan. 8, 2026, 9:08 a.m.