
timereg
 Referenced in 81 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 185 articles
[sw04424]
 information, the conditional autoregressive value at risk (CAViaR) model specifies the evolution of the quantile...

cmprsk
 Referenced in 148 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. 16:11411154, and Fine ... proportional hazards model for the subdistribution of a competing risk, JASA...

QRM
 Referenced in 718 articles
[sw11358]
 operational risk, riskmeasurement and aggregation concepts, riskmanagement techniques for financial econometricians. Material from ... analysis, time series analysis and generalized linear modelling...

CreditRisk+
 Referenced in 44 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 160 articles
[sw04356]
 parametric and nonparametric (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 140 articles
[sw04429]
 data analysis, modelfitting, simulation, spatial sampling, model diagnostics, and formal inference. Data types include ... pair correlation function, kernel smoothed intensity, relative risk estimation with crossvalidated bandwidth selection, mark ... indices, mark dependence diagnostics etc. Point process models can be fitted to point pattern data...

StFinMetrics
 Referenced in 38 articles
[sw29976]
 analysis and changepoint detection; modelling extreme values and risk measures. The book contains many...

mboost
 Referenced in 67 articles
[sw07331]
 mboost: ModelBased Boosting. Functional gradient descent algorithm (boosting) for optimizing general risk functions utilizing ... fitting generalized linear, additive and interaction models to potentially highdimensional data...

EnviroStat
 Referenced in 25 articles
[sw11048]
 parts: Environmental processes, Spacetime 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 32 articles
[sw04376]
 preparation, estimation and prediction in multistate models , Functions for data preparation, descriptives, hazard estimation ... Johansen or simulation in competing risks and multistate 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...

BeCoDiS
 Referenced in 15 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...

GAS
 Referenced in 6 articles
[sw17726]
 ValueatRisk Prediction in R with the GAS Package. GAS models have been recently ... risk managers can use GAS models for ValueatRisk (VaR) prediction using the novel ... prediction, comparison and backtesting with GAS models are presented. An empirical application considering Dow Jones...

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...

goodwin.f77
 Referenced in 22 articles
[sw37144]
 used with multiple covariate regression models of the logisticnormal form. We conducted a simulation ... estimator of relative risk in the logisticnormal measurementerror model. Using standard subroutines...

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. Crossvalidation repeatedly splits...

actuar
 Referenced in 22 articles
[sw06079]
 loss distributions, risk theory (including ruin theory), simulation of compound hierarchical models and credibility theory...