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: 1.0.0 Depends: R (≥ 3.3.0) Imports: Rcpp, stochvol (≥ 3.0.3), coda, utils, shrinkTVP (≥ 2.0.2), survival LinkingTo: Rcpp, RcppArmadillo, RcppProgress, stochvol, shrinkTVP Suggests: testthat (≥ 3.0.0) Published: 2025-04-11 DOI: 10.32614/CRAN.package.shrinkDSM Author: Daniel Winkler [aut, cre], Peter Knaus [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: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=shrinkDSM to link to this page.
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