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stpm: An R Package for Stochastic Process Model

CRAN: https://CRAN.R-project.org/package=stpm

The Stochastic Process Model (SPM) represents a general framework for modeling the 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. We developed an R package stpm for the SPM-methodology. The package estimates 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.