Description
The Stochastic Process Model (SPM) represents a general framework for modeling joint evolution of repeatedly measured variables and time-to-event outcomes observed in longitudinal studies, i.e., SPM relates the stochastic dynamics of variables (e.g., physiological or biological measures) with the probabilities of end points (e.g., death or system failure). SPM is applicable for analyses of longitudinal data in many research areas; however, there are no publicly available software tools that implement this methodology. The R-package “stpm” comprises the SPM-methodology and allows for estimating several versions of SPM currently available in the literature including discrete- and continuous-time multidimensional models and a one-dimensional model with time-dependent parameters. Also, the package provides tools for simulation and projection of individual trajectories and hazard functions.
Download and install
“stpm” is available as open source software from the following links: https://cran.r-project.org/web/packages/stpm/ (stable version), http://github.com/izhbannikov/spm (most-recent version)
Contact: ilya.zhbannikov@duke.edu, konstantin.arbeev@duke.edu
The Stochastic Process Model (SPM) represents a general framework for modeling joint evolution of repeatedly measured variables and time-to-event outcomes observed in longitudinal studies, i.e., SPM relates the stochastic dynamics of variables (e.g., physiological or biological measures) with the probabilities of end points (e.g., death or system failure). SPM is applicable for analyses of longitudinal data in many research areas; however, there are no publicly available software tools that implement this methodology. The R-package “stpm” comprises the SPM-methodology and allows for estimating several versions of SPM currently available in the literature including discrete- and continuous-time multidimensional models and a one-dimensional model with time-dependent parameters. Also, the package provides tools for simulation and projection of individual trajectories and hazard functions.
Download and install
“stpm” is available as open source software from the following links: https://cran.r-project.org/web/packages/stpm/ (stable version), http://github.com/izhbannikov/spm (most-recent version)
Contact: ilya.zhbannikov@duke.edu, konstantin.arbeev@duke.edu