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shrinkDSM

Efficient Bayesian Inference for Dynamic Survival Models with Shrinkage

v1.0.2 · Mar 24, 2026 · GPL (>= 2)

Description

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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r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
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r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
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NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.2Mb
  sub-directories of 1Mb or more:
    libs   5.0Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.3Mb
  sub-directories of 1Mb or more:
    libs   5.1Mb

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.2Mb
  sub-directories of 1Mb or more:
    libs   5.0Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.3Mb
  sub-directories of 1Mb or more:
    libs   5.1Mb

Dependency Network

Dependencies Reverse dependencies Rcpp stochvol coda shrinkTVP survival shrinkDSM

Version History

updated 1.0.2 ← 1.0.0 diff Mar 24, 2026
new 1.0.0 Mar 10, 2026
updated 1.0.0 ← 0.2.0 diff Apr 11, 2025
updated 0.2.0 ← 0.1.0 diff Nov 14, 2022
new 0.1.0 Sep 5, 2021