Performs unadjusted Bayesian survival analysis for right censored time-to-event data. The main function, BayesSurv(), computes the posterior mean and a credible band for the survival function and for the cumulative hazard, as well as the posterior mean for the hazard, starting from a piecewise exponential (histogram) prior with Gamma distributed heights that are either independent, or have a Markovian dependence structure.
A function, PlotBayesSurv(), is provided to easily create plots of the posterior means of the hazard, cumulative hazard and survival function, with a credible band accompanying the latter two.
The priors and samplers are described in more detail in Castillo and Van der Pas (2020) "Multiscale Bayesian survival analysis"