CRAN/E | shrinkDSM

shrinkDSM

Efficient Bayesian Inference for Dynamic Survival Models with Shrinkage

Installation

About

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.

Key Metrics

Version 0.2.0
R ≥ 3.3.0
Published 2022-11-15 691 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks shrinkDSM results

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Maintainer

Maintainer

Daniel Winkler

Authors

Daniel Winkler

aut / cre

Peter Knaus

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

shrinkDSM archive

Depends

R ≥ 3.3.0

Imports

Rcpp
stochvol ≥ 3.0.3
coda
utils
shrinkTVP ≥ 2.0.2

Suggests

testthat ≥ 3.0.0

LinkingTo

Rcpp
RcppArmadillo
RcppProgress
stochvol
shrinkTVP