• timereg

  • Referenced in 79 articles [sw08068]
  • odds model, fast cumulative residuals, excess risk models and more. Flexible competing risks regression including ... frailty modelling. PLS for the additive risk model. Lasso in ahaz package...
  • CAViaR

  • Referenced in 162 articles [sw04424]
  • information, the conditional autoregressive value at risk (CAViaR) model specifies the evolution of the quantile...
  • cmprsk

  • Referenced in 133 articles [sw11073]
  • Subdistribution Analysis of Competing Risks. Estimation, testing and regression modeling of subdistribution functions in competing ... comparing the cumulative incidence of a competing risk, Ann. Stat. 16:1141-1154, and Fine ... proportional hazards model for the subdistribution of a competing risk, JASA...
  • QRM

  • Referenced in 677 articles [sw11358]
  • operational risk, risk-measurement and aggregation concepts, risk-management techniques for financial econometricians. Material from ... analysis, time series analysis and generalized linear modelling...
  • CreditRisk+

  • Referenced in 43 articles [sw31697]
  • portfolio approach to modelling credit default risk that takes into account information relating to size ... CREDITRISK+ Model is a statistical model of credit default risk that makes no assumptions about ... taken in market risk management, where no attempt is made to model the causes...
  • quantreg

  • Referenced in 146 articles [sw04356]
  • parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response ... Portfolio selection methods based on expected shortfall risk are also included...
  • spatstat

  • Referenced in 133 articles [sw04429]
  • data analysis, model-fitting, simulation, spatial sampling, model diagnostics, and formal inference. Data types include ... pair correlation function, kernel smoothed intensity, relative risk estimation with cross-validated bandwidth selection, mark ... indices, mark dependence diagnostics etc. Point process models can be fitted to point pattern data...
  • StFinMetrics

  • Referenced in 34 articles [sw29976]
  • analysis and change-point detection; modelling extreme values and risk measures. The book contains many...
  • mboost

  • Referenced in 62 articles [sw07331]
  • mboost: Model-Based Boosting. Functional gradient descent algorithm (boosting) for optimizing general risk functions utilizing ... fitting generalized linear, additive and interaction models to potentially high-dimensional data...
  • EnviroStat

  • Referenced in 25 articles [sw11048]
  • parts: Environmental processes, Space-time modeling, Design and risk assessment, Implementation. The first part ... studying problems in environmental sciences together with models that are usually applied to get relevant...
  • mstate

  • Referenced in 29 articles [sw04376]
  • preparation, estimation and prediction in multi-state models , Functions for data preparation, descriptives, hazard estimation ... Johansen or simulation in competing risks and multi-state models...
  • OptiRisk

  • Referenced in 9 articles [sw06238]
  • services in the area of Optimisation, Risk Modelling, Portfolio Planning, Asset and Liability Management, Supply...
  • pec

  • Referenced in 5 articles [sw15816]
  • package pec: Prediction Error Curves for Risk Prediction Models in Survival Analysis. Validation of risk ... obtained from survival models and competing risk models based on censored data using inverse weighting...
  • cmprskQR

  • Referenced in 17 articles [sw11076]
  • Estimation, testing and regression modeling of subdistribution functions in competing risks using quantile regressions...
  • FRAPO

  • Referenced in 3 articles [sw17239]
  • package FRAPO: Financial Risk Modelling and Portfolio Optimisation with R. Accompanying package of the book ... Financial Risk Modelling and Portfolio Optimisation with R’, second edition. The data sets used...
  • Be-CoDiS

  • Referenced in 13 articles [sw15918]
  • CoDiS: a mathematical model to predict the risk of human diseases spread between countries -- validation ... development of decision tools, such as mathematical models, to assist the authorities to focus their...
  • goodwin.f77

  • Referenced in 22 articles [sw37144]
  • used with multiple covariate regression models of the logistic-normal form. We conducted a simulation ... estimator of relative risk in the logistic-normal measurement-error model. Using standard subroutines...
  • GAS

  • Referenced in 5 articles [sw17726]
  • Value-at-Risk Prediction in R with the GAS Package. GAS models have been recently ... risk managers can use GAS models for Value-at-Risk (VaR) prediction using the novel ... prediction, comparison and backtesting with GAS models are presented. An empirical application considering Dow Jones...
  • riskRegression

  • Referenced in 2 articles [sw19175]
  • package riskRegression. Risk Regression Models and Prediction Scores for Survival Analysis with Competing Risks. Implementation ... following methods for event history analysis. Risk regression models for survival endpoints also ... risk predictions (risk markers and risk prediction models). Prediction performance is measured by the Brier ... risk markers and lists of risk models are assessed simultaneously. Cross-validation repeatedly splits...
  • CoxBoost

  • Referenced in 6 articles [sw10906]
  • endpoint or competing risks. This package provides routines for fitting Cox models by likelihood based...