RadiusCredibleSet: Computes the radius of a fixed width credible set for the...

In BayesSurvival: Bayesian Survival Analysis for Right Censored Data

Description

This function finds a radius such that (1-alpha)100% of posterior draws are within a distance of at most this radius to the posterior mean. Most users will not use this function directly, but instead use BayesSurv, in which this function is used.

Usage

RadiusCredibleSet(draws, post.mean, alpha = 0.05)

Arguments

draws	A matrix of posterior draws of either the cumulative hazard or the survival. Each row contains a draw, the columns correspond to time points on which the cumulative hazard or survival is evaluated.
post.mean	The posterior mean of the cumulative hazard or survival function, evaluated at the same time points as the draws.
alpha	The credible band will be such that (1-alpha)100% of draws is contained in it.

Value

radius

The radius of the credible set.

References

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

See Also

BayesSurv, which computes the posterior mean and the radius of the credible band for the cumulative hazard function as well as the survival, and the posterior mean for the hazard. These objects can then be visualized by using PlotBayesSurv.

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