| RadiusCredibleSet {BayesSurvival} | R Documentation |
Computes the radius of a fixed width credible set for the survival or the cumulative hazard
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.