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

MCMCDepGammaFirst {BayesSurvival}

R Documentation

Sampler for the first interval for the piecewise exponential prior with dependent Gamma heights.

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 `\alpha` 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