Bayesian Inference with Laplace Approximations and P-Splines

Laplace approximations and penalized B-splines are combined for fast Bayesian inference in latent Gaussian models. The routines can be used to fit survival models, especially proportional hazards and promotion time cure models (Gressani, O. and Lambert, P. (2018) ). The Laplace-P-spline methodology can also be implemented for inference in (generalized) additive models (Gressani, O. and Lambert, P. (2021) ). See the associated website for more information and examples.

Approximate Bayesian inference with blapsr

Purpose

The blapsr package consists in a set of routines that can be used for analysis in survival models and (generalized) additive models. The methodology is based on the combination of Bayesian P-splines for flexible estimation of smooth functions and Laplace approximations to (selected) posterior distributions.

Version

Website

The link to the CRAN page is https://cran.r-project.org/package=blapsr.

Special thanks

This package was developed during a PhD thesis at Université catholique de Louvain (Belgium) that was funded in part by the Actions de Recherche Concertées (ARC 11/16-039) grant and another grant obtained from the Luxembourgish Ministry of higher education.

We are grateful to Vincent Bremhorst for providing the function on which the simcuredata.R routine is based. The latter is used for generating survival times in the promotion time cure model (Bremhorst and Lambert, 2016).