Health economic simulation modeling

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hesim is a modular and computationally efficient R package for health economic simulation modeling and decision analysis that provides a general framework for integrating statistical analyses with economic evaluation. The package supports cohort discrete time state transition models (DTSTMs), N-state partitioned survival models (PSMs), and individual-level continuous time state transition models (CTSTMs), encompassing both Markov (time-homogeneous and time-inhomogeneous) and semi-Markov processes. It heavily utilizes Rcpp and data.table, making individual-level simulation, probabilistic sensitivity analysis (PSA), and incorporation of patient heterogeneity fast.

Features of the current version can be summarized as follows:


You can install the current release from CRAN or the most up to date development version from GitHub.

# Install from CRAN:

# Install the development version from GitHub:
# install.packages("devtools")

Getting started

There are two good places to start:

  1. The Introduction to hesim article provides a quick introduction.

  2. Our preprint describes the package (including mathematical details) more thoroughly.

You might also want to explore our example analyses which can be found in the preprint and web articles. They are summarized in the table below, with some drawn from the Decision Modeling for Health Economic Evaluation textbook. Key areas of focus are the (i) statistical models of disease progression (in terms of the baseline risk and relative treatment effects) and (ii) the available data (either individual patient data (IPD) or aggregate-level data).

Baseline risk

Treatment effect

Name Model Disease model Disease data Disease model Disease data Application
1 Preprint 4.1 iCTSTM Multi-state model IPD Coefficient (AFT) IPD Oncology
2 Preprint 4.2 PSM Survival models IPD Coefficient (AFT) Aggregate Oncology
3 Preprint 4.3 cDTSTM Multi-state model (panel data) IPD RR Aggregate Oncology
4 Simple Markov cohort cDTSTM Multinomial Aggregate RR Aggregate HIV
5 Time inhomogeneous Markov (cohort) cDTSTM Custom Aggregate Coefficient (HR) Aggregate Hip replacement
6 Multinomial logit cDTSTM Multinomial logit IPD Coefficient (OR) IPD Generic
7 Time inhomogeneous Markov (individual) iCTSTM Custom Aggregate Coefficient (HR) Aggregate Hip replacement
8 Semi-Markov multi-state iCTSTM Multi-state model IPD Coefficient (AFT) IPD Generic
9 4-state PSM PSM Survival models IPD Coefficient (AFT) IPD Oncology
Note: iCTSTM = Individual-level continuous time state transition model; PSM = partitioned survival model; cDTSTM = Cohort discrete time state transition model. AFT = accelerated failure time; RR = relative risk; HR = hazard ratio; OR = odds ratio. IPD = individual patient data.

Citing hesim

If you use hesim, please cite as follows:

  Devin Incerti and Jeroen P Jansen (2021). hesim: Health Economic
  Simulation Modeling and Decision Analysis. arXiv:2102.09437
  [stat.AP], URL

A BibTeX entry for LaTeX users is

    author = {Devin Incerti and Jeroen P. Jansen},
    title = {hesim: Health Economic Simulation Modeling and Decision Analysis},
    year = {2021},
    eprint = {2102.09437},
    archiveprefix = {arXiv},
    primaryclass = {stat.AP},
    url = {},