Showing 58 of total 58 results (show query)

mclements

rstpm2:Smooth Survival Models, Including Generalized Survival Models

R implementation of generalized survival models (GSMs), smooth accelerated failure time (AFT) models and Markov multi-state models. For the GSMs, g(S(t|x))=eta(t,x) for a link function g, survival S at time t with covariates x and a linear predictor eta(t,x). The main assumption is that the time effect(s) are smooth <doi:10.1177/0962280216664760>. For fully parametric models with natural splines, this re-implements Stata's 'stpm2' function, which are flexible parametric survival models developed by Royston and colleagues. We have extended the parametric models to include any smooth parametric smoothers for time. We have also extended the model to include any smooth penalized smoothers from the 'mgcv' package, using penalized likelihood. These models include left truncation, right censoring, interval censoring, gamma frailties and normal random effects <doi:10.1002/sim.7451>, and copulas. For the smooth AFTs, S(t|x) = S_0(t*eta(t,x)), where the baseline survival function S_0(t)=exp(-exp(eta_0(t))) is modelled for natural splines for eta_0, and the time-dependent cumulative acceleration factor eta(t,x)=\int_0^t exp(eta_1(u,x)) du for log acceleration factor eta_1(u,x). The Markov multi-state models allow for a range of models with smooth transitions to predict transition probabilities, length of stay, utilities and costs, with differences, ratios and standardisation.

Maintained by Mark Clements. Last updated 5 months ago.

fortranopenblascpp

27 stars 11.09 score 137 scripts 52 dependents

roustant

DiceKriging:Kriging Methods for Computer Experiments

Estimation, validation and prediction of kriging models. Important functions : km, print.km, plot.km, predict.km.

Maintained by Olivier Roustant. Last updated 4 years ago.

4 stars 6.99 score 526 scripts 37 dependents

lawremi

restfulr:R Interface to RESTful Web Services

Models a RESTful service as if it were a nested R list.

Maintained by Michael Lawrence. Last updated 3 years ago.

2 stars 6.90 score 8 scripts 482 dependents

cran

fGarch:Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Analyze and model heteroskedastic behavior in financial time series.

Maintained by Georgi N. Boshnakov. Last updated 1 years ago.

fortran

7 stars 6.33 score 51 dependents

r-forge

R2MLwiN:Running 'MLwiN' from Within R

An R command interface to the 'MLwiN' multilevel modelling software package.

Maintained by Zhengzheng Zhang. Last updated 10 days ago.

5.35 score 125 scripts

rickhelmus

patRoonInst:Manages 'patRoon' Installations

Installs and updates patRoon and its dependencies.

Maintained by Rick Helmus. Last updated 2 months ago.

2.00 score 1 scripts