Hierarchical Bayesian Model for a Hazard Function

Fits a piecewise exponential hazard to survival data using a Hierarchical Bayesian model with an Intrinsic Conditional Autoregressive formulation for the spatial dependency in the hazard rates for each piece. This function uses Metropolis- Hastings-Green MCMC to allow the number of split points to vary. This function outputs graphics that display the histogram of the number of split points and the trace plots of the hierarchical parameters. The function outputs a list that contains the posterior samples for the number of split points, the location of the split points, and the log hazard rates corresponding to these splits. Additionally, this outputs the posterior samples of the two hierarchical parameters, Mu and Sigma^2.


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install.packages("BayesPiecewiseICAR")

0.2.1 by Andrew Chapple, 5 years ago


Browse source code at https://github.com/cran/BayesPiecewiseICAR


Authors: Andrew Chapple [aut, cre]


Documentation:   PDF Manual  


Task views: Survival Analysis


GPL-2 license


Depends on mvtnorm


See at CRAN