Thanks Christos. BayesX was strongly recommended also by Fahrmeir and other people of that field. So it is clearly where I need to look at!
Christophe iPhone.fan Le 12 juin 2010 à 04:46, Christos Argyropoulos <argch...@hotmail.com> a écrit : > > If you mean this paper by Fahrmeir: > http://biomet.oxfordjournals.org/cgi/content/abstract/81/2/317 > I would recommend BayesX: http://www.stat.uni-muenchen.de/~bayesx/. > BayesX interfaces with R and estimates discrete (and continuous) > time survival data with penalized regression methods. > If you are looking for a bona fide Bayesian survival analysis method > and do not wish to spend a lot of time coming up and debugging your > MCMC implementations in WinBUGS/JAGS/OpenBUGS this would be the way > to go. > If you are strictly after frequentist analyses then you can still > run them with BayesX (look at the REML chapter in the manual). > > > Christos Argyropoulos > > > > Date: Mon, 3 May 2010 23:18:28 +0200 > > From: duta...@gmail.com > > To: r-help@r-project.org > > Subject: [R] extended Kalman filter for survival data > > > > 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. > > Hotmail: Trusted email with powerful SPAM protection. Sign up now. [[alternative HTML version deleted]]
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