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
NeedsCompilation: no
Packaged: 2026-10-06 09:08:06 UTC; nfukuda
Author: Nobutaka Fukuda [aut, cre]
Maintainer: Nobutaka Fukuda <nobutaka.fukuda@tohoku.ac.jp>
Repository: CRAN
Date/Publication: 2026-10-16 09:20:13 UTC
Built: R 4.6.1; ; 2026-10-16 13:24:31 UTC; unix
