BayesSurvival - Bayesian Survival Analysis for Right Censored Data
Performs unadjusted Bayesian survival analysis for right
censored time-to-event data. The main function, BayesSurv(),
computes the posterior mean and a credible band for the
survival function and for the cumulative hazard, as well as the
posterior mean for the hazard, starting from a piecewise
exponential (histogram) prior with Gamma distributed heights
that are either independent, or have a Markovian dependence
structure. A function, PlotBayesSurv(), is provided to easily
create plots of the posterior means of the hazard, cumulative
hazard and survival function, with a credible band accompanying
the latter two. The priors and samplers are described in more
detail in Castillo and Van der Pas (2020) "Multiscale Bayesian
survival analysis" <arXiv:2005.02889>. In that paper it is also
shown that the credible bands for the survival function and the
cumulative hazard can be considered confidence bands (under
mild conditions) and thus offer reliable uncertainty
quantification.
