Dynamichazard: Dynamic Hazard Models Using State Space Models

The dynamichazard package implements state space models that can provide a computationally efficient way to model time-varying parameters in survival analysis. I cover the models and some of the estimation methods implemented in dynamichazard, apply them to a large data set, and perform a simulation study to illustrate the methods' computation time and performance. One of the methods is compared with other models implemented in R which allow for left-truncation, right-censoring, time-varying covariates, and timevarying parameters.