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>.

Getting started

Package details

AuthorDaniel Winkler [aut, cre], Peter Knaus [aut] (<https://orcid.org/0000-0001-6498-7084>)
MaintainerDaniel Winkler <daniel.winkler@wu.ac.at>
LicenseGPL (>= 2)
Version0.2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("shrinkDSM")

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shrinkDSM documentation built on Nov. 16, 2022, 1:11 a.m.