Related papers: pammtools: Piece-wise exponential Additive Mixed M…
The prediction interval is gaining prominence in meta-analysis as it enables the assessment of uncertainties in treatment effects and heterogeneity between studies. However, coverage probabilities of the current standard method for…
This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametric models with unobserved individual and time effects, where…
The piecewise exponential model is a flexible non-parametric approach for time-to-event data, but extrapolation beyond final observation times typically relies on random walk priors and deterministic knot locations, resulting in unrealistic…
This paper investigates a partially linear spatial autoregressive panel data model that incorporates fixed effects, constant and time-varying regression coefficients, and a time-varying spatial lag coefficient. A two-stage least squares…
Multivariate time series forecasting involves predicting future values based on historical observations. However, existing approaches primarily rely on predefined single-scale patches or lack effective mechanisms for multi-scale feature…
Joint models for longitudinal and survival data have gained a lot of attention in recent years, with the development of myriad extensions to the basic model, including those which allow for multivariate longitudinal data, competing risks…
Probabilistic forecasting of time series is an important matter in many applications and research fields. In order to draw conclusions from a probabilistic forecast, we must ensure that the model class used to approximate the true…
A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The coefficients of these polynomials are cumulants, but depending…
The covXtreme software provides functionality for estimation of marginal and conditional extreme value models, non-stationary with respect to covariates, and environmental design contours. Generalised Pareto (GP) marginal models of peaks…
Structural Equation Modeling (SEM) is an umbrella term that includes numerous multivariate statistical techniques that are employed throughout a plethora of research areas, ranging from social to natural sciences. Until recently, SEM…
The R-package phtt provides estimation procedures for panel data with large dimensions n, T, and general forms of unobservable heterogeneous effects. Particularly, the estimation procedures are those of Bai (2009) and Kneip, Sickles, and…
Temporal, spatial or spatio-temporal probabilistic models are frequently used for weather forecasting. The D-vine (drawable vine) copula quantile regression (DVQR) is a powerful tool for this application field, as it can automatically…
The R package panelPomp supports analysis of panel data via a general class of partially observed Markov process models (PanelPOMP). This package tutorial describes how the mathematical concept of a PanelPOMP is represented in the software…
The cgam package contains routines to fit the generalized additive model where the components may be modeled with shape and smoothness assumptions. The main routine is cgam and nineteen symbolic routines are provided to indicate the…
The time-evolving precision matrix of a piecewise-constant Gaussian graphical model encodes the dynamic conditional dependency structure of a multivariate time-series. Traditionally, graphical models are estimated under the assumption that…
The goal of this paper is to demonstrate the general modeling and practical simulation of random equations with mixture model parameter random variables. Random equations, understood as stationary (non-dynamical) equations with parameters…
Additive smooth models, such as Generalized additive models (GAMs) of location, scale, and shape (GAMLSS), are a popular choice for modeling experimental data. However, software available to fit such models is usually not tailored…
In practice, several time series exhibit long-range dependence or persistence in their observations, leading to the development of a number of estimation and prediction methodologies to account for the slowly decaying autocorrelations. The…
We discuss causal mediation analyses for survival data and propose a new approach based on the additive hazards model. The emphasis is on a dynamic point of view, that is, understanding how the direct and indirect effects develop over time.…
BHAM is a freely avaible R pakcage that implments Bayesian hierarchical additive models for high-dimensional clinical and genomic data. The package includes functions that generalized additive model, and Cox additive model with the…