MCMCDepGammaFirst: Sampler for the first interval for the piecewise exponential...

In BayesSurvival: Bayesian Survival Analysis for Right Censored Data

Description

This is the sampler for the first interval in case the piecewise exponential prior with dependent Gamma heights is selected. The sampler is described in the Supplement to Castillo and Van der Pas (2020). Most users of the package will not work with this function directly, but instead use the main function BayesSurv, in which this particular function is incorporated.

Usage

MCMCDepGammaFirst(
  current,
  next.haz,
  failure,
  exposure,
  alpha.dep = 1,
  alpha0.dep = 1.5,
  beta0.dep = 1
)

Arguments

current	The value of the height of the first interval from the previous iteration.
next.haz	The value of the height of the second interval from the previous iteration.
failure	The number of individuals who had an event during the first interval.
exposure	The total amount of time all individuals were exposed for during the first interval.
alpha.dep	The main parameter α for the dependent Gamma prior, as described in the documentation for BayesSurv. It is recommended to take alpha.dep smaller than alpha0.dep.
alpha0.dep	The shape parameter for the Gamma prior on the histogram height for the first interval. It is recommended to take alpha.dep smaller than alpha0.dep.
beta0.dep	The rate parameter for the Gamma prior on the histogram height for the first interval.

Value

res	A new sample of the histogram height of the first interval.

References

Castillo and Van der Pas (2020). Multiscale Bayesian survival analysis. <arXiv:2005.02889>.

See Also

BayesSurv, which computes the posterior mean and credible bands for the cumulative hazard and survival functions, as well as the posterior mean for the hazard. Within BayesSurv, the present function as well as MCMCDepGammaIntermediate is called through SamplePosteriorDepGamma.

BayesSurvival documentation built on March 13, 2021, 1:07 a.m.