Description Usage Arguments Details Value Note References See Also Examples

A function to generate a random sample of hazard rates from the posterior distribution originated by a CPP prior through the observation of a sequence of possibly right censored times to event.

1 | ```
CPPpostSample(hyp, times, obs = NULL, mclen = 10, burnin = 0, thin = 1, lab = FALSE)
``` |

`hyp` |
list of hyperparameters (as generated by |

`times` |
vector of (possibly right censored) times to event |

`obs` |
vector of censoring indicators (0 = censored, 1 = exact) |

`mclen` |
requested sample size |

`burnin` |
burn-in parameter |

`thin` |
thinning parameter |

`lab` |
logical: should latent labels be returned? |

A random scan (random start) Gibbs sampler (with slice sampling updating of jump-times)
is used to generate a Markov chain sample of length `mclen`

from the posterior distribution
originated by `hyp`

through the observation of `times`

and `obs`

; see La Rocca (2005).

The first `burnin`

states of the Markov chain are discarded, then one every `thin`

is kept.

If `obs`

is `NULL`

, it is assumed that all observations are exact (no censoring).

A list with eight components:

`hyp` |
list of hyperparameters identifying the CPP prior that originated the posterior distribution from which the sample was extracted (copy of the input argument) |

`dat` |
dataframe with two variables ( |

`burnin` |
burn-in parameter used (copy of the input argument) |

`thin` |
thinning parameter used (copy of the input argument) |

`sgm` |
matrix with |

`xi0` |
matrix with |

`csi` |
matrix with |

`gam` |
matrix with |

The latent label *γ_i* is equal to *j* when the *i*-th time to event
is associated with the *j*-th CPP jump; it is only defined for exact observations,
but for censored observations it is conventionally set equal to *-1*.

Luca La Rocca (2005). On Bayesian Nonparametric Estimation of Smooth Hazard Rates with a View to Seismic Hazard Assessment.
*Research Report n. 38-05*, Department of Social, Cognitive and Quantitative Sciences, Reggio Emilia, Italy.

`BayHaz-package`

, `CPPevalHR`

, `CPPplotHR`

, `CPPpost2mcmc`

1 2 3 4 5 6 7 8 9 10 | ```
# set RNG seed (for example reproducibility only)
set.seed(1234)
# select a CPP prior distribution
hypars<-CPPpriorElicit(r0 = 0.1, H = 1, T00 = 50, M00 = 2)
# load a data set
data(earthquakes)
# generate a posterior sample
post<-CPPpostSample(hypars, times = earthquakes$ti, obs = earthquakes$ob)
``` |

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