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The goal of dynamichazard is to estimate time-varying effects in survival analysis. The time-varying effects are estimated with state space models where the coefficients follow a given order random walk. The advantageous of using state space models is that you can extrapolate beyond the last observed time period. For more details, see the ddhazard vignette at <https://cran.r-project.org/web/packages/dynamichazard/vignettes/ddhazard.pdf>.
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The particle filter and smoother methods can estimate more general models then the random walk model. See the /examples directory for some examples.
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The particle filter and smoother methods can estimate more general models then the random walk model. See the [/examples](/examples) directory for some examples.
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