SurvivalFromCumhaz {BayesSurvival} R Documentation

## Transform posterior draws from the cumulative hazard into posterior draws from the survival.

### Description

Most users will not use this function directly, but will instead use the main function BayesSurv, which calls this function. This function may be used to create posterior draws of the survival function, based on posterior draws of the cumulative hazard. It does so at a number of equispaced time points on the interval [0, `time.max` - `surv.epsilon`], with the number equal to the product of the number of intervals used in the prior, and a user-defined factor.

### Usage

```SurvivalFromCumhaz(cumhaz, time.max, surv.factor = 10, surv.epsilon = 1e-10)
```

### Arguments

 `cumhaz` A matrix containing posterior draws of the cumulative. Each row contains one draw, the columns correspond to each interval. The values in each draw are the values of the cumulative hazard at the end of the corresponding interval. `time.max` The maximum follow-up time to consider, corresponding to the parameter τ in Castillo and Van der Pas (2020). `surv.factor` The survival function is computed on an equispaced grid consisting of `K x surv.factor` (the number of intervals times this factor). `surv.epsilon` The survival function is computed on the interval [0, `time.max` - `surv.epsilon`].

### Value

 `surv(eval.vec)` A numeric vector containing the posterior mean of the survival function, evaluated at `K x surv.factor` (where `K` is the number of intervals used in the prior) equidistant time points on the interval [0, `time.max` - `surv.epsilon`].

### 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.

[Package BayesSurvival version 0.2.0 Index]