dot-lambda_MH_cp: Lambda MH step, proposal from conditional conjugate posterior

.lambda_MH_cpR Documentation

Lambda MH step, proposal from conditional conjugate posterior

Description

Lambda MH step, proposal from conditional conjugate posterior

Usage

.lambda_MH_cp(
  df_hist,
  df_curr,
  Y,
  I,
  X,
  s,
  beta,
  beta_0 = NULL,
  mu,
  sigma2,
  lambda,
  lambda_0,
  tau,
  bp,
  bp_0 = 0,
  J,
  a_lam = 0.01,
  b_lam = 0.01,
  lambda_move = 0,
  lambda_count = 0,
  alpha = 0.3
)

Arguments

df_hist

data.frame from dataframe_fun()

df_curr

data.frame from dataframe_fun()

Y

data

I

censoring indicator

X

design matrix

s

split point locations, J + 2

beta

parameter value for covariates

beta_0

parameter value for historical covariates

mu

prior mean for baseline hazard

sigma2

prior variance hyperparameter for baseline hazard

lambda

baseline hazard

lambda_0

historical baseline hazard

tau

borrowing parameter

bp

number of covariates, length(beta)

bp_0

number of covariates, length(beta_0)

J

number of split points

a_lam

lambda hyperparameter

b_lam

lambda hyperparameter

lambda_move

number of accepted lambda moves

lambda_count

total number of lambda moves

alpha

power parameter

Value

list of updated (if accepted) lambda and data.frames, as well as the number of accepted moves


BayesFBHborrow documentation built on Sept. 30, 2024, 9:17 a.m.