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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>.

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VersionRepositoryFileSize
1.0.2 rolling linux/jammy R-4.5 shrinkDSM_1.0.2.tar.gz 248.2 KiB
1.0.2 rolling linux/noble R-4.5 shrinkDSM_1.0.2.tar.gz 253.1 KiB
1.0.2 rolling source/ R- shrinkDSM_1.0.2.tar.gz 38.8 KiB
1.0.2 latest linux/jammy R-4.5 shrinkDSM_1.0.2.tar.gz 248.2 KiB
1.0.2 latest linux/noble R-4.5 shrinkDSM_1.0.2.tar.gz 253.1 KiB
1.0.2 latest source/ R- shrinkDSM_1.0.2.tar.gz 38.8 KiB
1.0.2 2026-04-26 source/ R- shrinkDSM_1.0.2.tar.gz 38.8 KiB
1.0.2 2026-04-23 source/ R- shrinkDSM_1.0.2.tar.gz 38.8 KiB
1.0.2 2026-04-09 windows/windows R-4.5 shrinkDSM_1.0.2.zip 568.3 KiB
1.0.0 2025-04-20 source/ R- shrinkDSM_1.0.0.tar.gz 92.9 KiB

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