Package: lillardhaz
Type: Package
Title: Simultaneous-Equations Hazard/Probit Models with a
        Gaussian-Copula Correlation
Version: 1.0.0
Date: 2026-09-25
Authors@R: person("Nobutaka", "Fukuda", email = "nobutaka.fukuda@tohoku.ac.jp",
    role = c("aut", "cre"))
Description: Fits two-equation simultaneous models in the style of
        Lillard (1993) <doi:10.1016/0304-4076(93)90106-F>: a pair of
        processes, each either a binary probit outcome or a
        continuous-time hazard duration, linked through a single
        correlation parameter between their underlying error terms and
        estimated jointly by maximum likelihood via a Gaussian copula.
        Equation 1 may be a probit, a log-normal
        accelerated-failure-time hazard, or a piecewise
        (linear-log-hazard) Gompertz hazard with an arbitrary,
        user-specified number of segments; equation 2 is always a
        hazard, log-normal or piecewise Gompertz. Models can also be
        fit under independence (correlation fixed at zero), which
        reduces exactly to two separate univariate fits. See the
        package vignette/manual for the full likelihood derivation and
        a simulation-based verification.
License: MIT + file LICENSE
Encoding: UTF-8
Depends: R (>= 3.5)
Imports: maxLik, pbivnorm, stats
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
URL: https://github.com/nobifukuda/lillardhaz
BugReports: https://github.com/nobifukuda/lillardhaz/issues
Config/roxygen2/version: 8.0.0
Repository: https://nobifukuda.r-universe.dev
Date/Publication: 2026-10-06 09:07:41 UTC
RemoteUrl: https://github.com/nobifukuda/lillardhaz
RemoteRef: HEAD
RemoteSha: 57ad60974e4cf10149129aa571afc7490b511ed9
NeedsCompilation: no
Packaged: 2026-10-17 09:49:09 UTC; root
Author: Nobutaka Fukuda [aut, cre]
Maintainer: Nobutaka Fukuda <nobutaka.fukuda@tohoku.ac.jp>