README.md

In palryalen/ahw: Re-weighting point processes based on additive hazard models

ahw

R package for performing continuous-time weight1 estimation based on Aalens additive hazard model. The weights, and weighted additive hazard regressions are consistent2. Moreover, (weighted) additive hazard estimates can be transformed for estimating other parameters consistently3, paving the way for causal survival analysis.

Getting Started

Prerequisites

Make sure to have the following libraries installed:

timereg
data.table

It is an advantage to be familiar with timereg::aalen

Installing

Make sure to have the devtools package installed. Then run

devtools::install_github("palryalen/ahw").

You can also download the source from this page and build the package manually.

Examples

library(ahw)

example(makeContWeights)

Versioning

We use SemVer for versioning.

Authors

• Pål Ryalen

License

This project is licensed under the Creative Commons Attribution-NonCommercial 4.0 International (CC BY-NC 4.0) licence. You are therefore free to

• Share — copy and redistribute the material in any medium or format

• Adapt — remix, transform, and build upon the material

References

1: Kjetil Røysland, A martingale approach to continuous-time marginal structural models, Bernoulli

2: Pål Ryalen, Mats Stensrud, Kjetil Røysland, The additive hazard estimator is consistent for continuous time marginal structural models

3: Pål Ryalen, Mats Stensrud, Kjetil Røysland, Transforming cumulative hazard estimates

palryalen/ahw documentation built on Sept. 29, 2021, 6:20 p.m.