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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.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5) |
| Imports: | maxLik, pbivnorm, stats |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2026-10-16 |
| DOI: | 10.32614/CRAN.package.lillardhaz |
| Author: | Nobutaka Fukuda [aut, cre] |
| Maintainer: | Nobutaka Fukuda <nobutaka.fukuda at tohoku.ac.jp> |
| BugReports: | https://github.com/nobifukuda/lillardhaz/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/nobifukuda/lillardhaz |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | lillardhaz results |
| Reference manual: | lillardhaz.html , lillardhaz.pdf |
| Package source: | lillardhaz_1.0.0.tar.gz |
| Windows binaries: | r-devel: lillardhaz_1.0.0.zip, r-release: lillardhaz_1.0.0.zip, r-oldrel: lillardhaz_1.0.0.zip |
| macOS binaries: | r-release (arm64): lillardhaz_1.0.0.tgz, r-oldrel (arm64): lillardhaz_1.0.0.tgz, r-release (x86_64): lillardhaz_1.0.0.tgz, r-oldrel (x86_64): lillardhaz_1.0.0.tgz |
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