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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>.

Version: 0.2.0
Depends: R (≥ 3.3.0)
Imports: Rcpp, stochvol (≥ 3.0.3), coda, utils, shrinkTVP (≥ 2.0.2)
LinkingTo: Rcpp, RcppArmadillo, RcppProgress, stochvol, shrinkTVP
Suggests: testthat (≥ 3.0.0)
Published: 2022-11-15
DOI: 10.32614/CRAN.package.shrinkDSM
Author: Daniel Winkler [aut, cre], Peter Knaus ORCID iD [aut]
Maintainer: Daniel Winkler <daniel.winkler at wu.ac.at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: shrinkDSM results

Documentation:

Reference manual: shrinkDSM.pdf

Downloads:

Package source: shrinkDSM_0.2.0.tar.gz
Windows binaries: r-devel: shrinkDSM_0.2.0.zip, r-release: shrinkDSM_0.2.0.zip, r-oldrel: shrinkDSM_0.2.0.zip
macOS binaries: r-release (arm64): shrinkDSM_0.2.0.tgz, r-oldrel (arm64): shrinkDSM_0.2.0.tgz, r-release (x86_64): shrinkDSM_0.2.0.tgz, r-oldrel (x86_64): shrinkDSM_0.2.0.tgz
Old sources: shrinkDSM archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=shrinkDSM to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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