shrinkDSM: Efficient Bayesian Inference for Dynamic Survival Models with Shrinkage

Efficient Markov chain Monte Carlo (MCMC) algorithms for fully Bayesian estimation of dynamic survival models with shrinkage priors. Details on the algorithms used are provided in Wagner (2011) <doi:10.1007/s11222-009-9164-5>, Bitto and Frühwirth-Schnatter (2019) <doi:10.1016/j.jeconom.2018.11.006> and Cadonna et al. (2020) <doi:10.3390/econometrics8020020>.

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Package details

AuthorDaniel Winkler [aut, cre], Peter Knaus [aut] (<>)
MaintainerDaniel Winkler <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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shrinkDSM documentation built on Sept. 6, 2021, 9:07 a.m.