Dear all, I'm looking for an implementation of the generalized extended Kalman filter for survival data, presented in this article Fahrmeir (1994) - 'dynamic modelling for discrete time survival data'. The same author also publish a Bayesian version of the algorithm 'dynamic discrete-time duration models'.
The maintainer of the Survival task view advises me to take a look at http://cran.r-project.org/web/packages/sspir/index.html Unfortunately, the pkg implements "only" dynamic GLM. That's why I'm asking on this list, if someone knows a package for this implementation? Thanks in advance Christophe PS: the pseudo vignette of the sspir pkg can be found here http://www.jstatsoft.org/v16/i01/paper . -- Christophe DUTANG Ph. D. student at ISFA [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
