bayesmc {icensmis}

Bayesian method for high-dimensional variable selection

Description

Bayesian method for high-dimensional variable selection

Usage

bayesmc(Dm, Xmat, b, om1, om2, niter, psample, initsurv, nreport, fitsurv)

Arguments

Dm

the D matrix

Xmat

the design matrix

b

the prior distribution parameter for beta, normal std

om1

the prior distribution parameter for omega

om2

the piror distribution parameter for omega

niter

number of iteration

psample

the sampling probability for updading regresson coefficient

initsurv

initial survival probabilities at end of study

nreport

every how many iterations to output parameters

fitsurv

the survival parameters optimization function