Package: shrinkDSM 0.2.0

Daniel Winkler

shrinkDSM: Efficient Bayesian Inference for Dynamic Survival Models with Shrinkage

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>.

Authors:Daniel Winkler [aut, cre], Peter Knaus [aut]

shrinkDSM_0.2.0.tar.gz
shrinkDSM_0.2.0.tar.gz(r-4.5-noble)shrinkDSM_0.2.0.tar.gz(r-4.4-noble)
shrinkDSM_0.2.0.tgz(r-4.4-emscripten)shrinkDSM_0.2.0.tgz(r-4.3-emscripten)
shrinkDSM.pdf |shrinkDSM.html✨
shrinkDSM/json (API)

# Install 'shrinkDSM' in R:
install.packages('shrinkDSM', repos = 'https://cloud.r-project.org')
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • gastric - Survival times of gastric cancer patients

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascpp

1.48 score 3 stars 194 downloads 3 exports 10 dependencies

Last updated 2 years agofrom:73de37c7a9. Checks:1 OK, 2 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 22 2025
R-4.5-linux-x86_64NOTEMar 22 2025
R-4.4-linux-x86_64NOTEMar 22 2025

Exports:divisionpointsprep_tvinputshrinkDSM

Dependencies:codaGIGrvglatticeRcppRcppArmadilloRcppGSLRcppProgressshrinkTVPstochvolzoo

Citation

To cite package ‘shrinkDSM’ in publications use:

Winkler D, Knaus P (2022). shrinkDSM: Efficient Bayesian Inference for Dynamic Survival Models with Shrinkage. R package version 0.2.0, https://CRAN.R-project.org/package=shrinkDSM.

Corresponding BibTeX entry: 

  @Manual{,
    title = {shrinkDSM: Efficient Bayesian Inference for Dynamic
      Survival Models with Shrinkage},
    author = {Daniel Winkler and Peter Knaus},
    year = {2022},
    note = {R package version 0.2.0},
    url = {https://CRAN.R-project.org/package=shrinkDSM},
  }