Re: [R] extended Kalman filter for survival data

2010-06-12 Thread Christos Argyropoulos
(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

Re: [R] extended Kalman filter for survival data

2010-06-12 Thread Christophe Dutang
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

[R] extended Kalman filter for survival data

2010-05-03 Thread christophe dutang
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