Stan. Using target += syntax

The syntax target += u; adds u to the target log density. The target density is the density from which the sampler samples and it needs to be equal to the joint density of all the parameters given the data up to a constant (which is usually achieved via Bayes’s rule by coding as the … Read more

Representing Parametric Survival Model in ‘Counting Process’ form in JAGS

You can use rstanarm package, which is a wrapper around STAN. It allows to use standard R formula notation to describe survival models. stan_surv function accepts arguments in a “counting process” form. Different base hazard functions including Weibull can be used to fit the model. The survival part of rstanarm – stan_surv function is still … Read more

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