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TemporalHazard 1.1.0
On CRAN: https://CRAN.R-project.org/package=TemporalHazard (published 2026-06-12) · DOI 10.32614/CRAN.package.TemporalHazard
install.packages("TemporalHazard")Highlights
- Analytic Hessians for all five families (exponential, Weibull, log-logistic, log-normal, multiphase); validated against
numDeriv. - Full-information variance for Conservation-of-Events fits — conserved-phase SE recovered from the unconstrained Hessian at the optimum; every
hz.death.AVCSE now matches SAS HAZARD. predict.hazard()improvements —type = "hazard"for multiphase,conf.typesurvival CL transform (log-log / logit-for-HAZPRED), per-phasedecompose + se.fitconfidence limits.hzr_deciles()matches the SASdeciles.hazardmacro exactly.- SAS HAZPRED parity fixtures (Group A): patient-specific predictions, stratified calibration, KM/Nelson-Aalen life tables, decile-of-risk tables.
- Docs — package overview page, rfsrc-style math in core help files, baseline-distribution + stepwise option explanations; pkgdown math now renders.
- Robustness — Hessian-inversion hardening, parse-tree multiphase formula preprocessor,
hzr_bootstrap()weighted-path fix.
See NEWS.md for the full list.