plot.bsgw

Four sets of MCMC diagnostic plots are currently generated: 1) log-likelihood and log-posterior (including shrinkage effect) as a function of iteration number, 2) coefficient trace plots, 3) coefficient autocorrelation plots, 4) coefficient histograms.

Bayesian survival model using Weibull regression on both scale and shape parameters. Dependence of shape parameter on covariates permits deviation from proportional-hazard assumption, leading to dynamic - i.e. non-constant with time - hazard ratios between subjects. Bayesian Lasso shrinkage in the form of two Laplace priors - one for scale and one for shape coefficients - allows for many covariates to be included. Cross-validation helper functions can be used to tune the shrinkage parameters. Monte Carlo Markov Chain (MCMC) sampling using a Gibbs wrapper around Radford Neal's univariate slice sampler (R package MfUSampler) is used for coefficient estimation.

Alireza Mahani

BSGW

Bayesian Survival Model with Lasso Shrinkage Using Generalized
Weibull Regression

plot.bsgw function

<dl> <dt>x</dt>
<dd>A <code>bsgw</code> object, typically the output of bsgw function.</dd> <dt>pval</dt>
<dd>The P-value at which lower/upper bounds on coefficients are calculated and overlaid on trace plots and historgrams.</dd> <dt>burnin</dt>
<dd>Number of samples discarded from the beginning of an MCMC chain, after which parameter quantiles are calculated.</dd> <dt>nrow</dt>
<dd>Number of rows of subplots within each figure, applied to plot sets 2-4.</dd> <dt>ncol</dt>
<dd>Number of columns of subplots within each figure, applied to plot sets 2-4.</dd> <dt>...</dt>
<dd>Further arguments to be passed to/from other methods.</dd></dl>

Arguments

Alireza S. Mahani, Mansour T.A. Sharabiani

Author

Plot diagnostics for a bsgw object — plot.bsgw

<dl>

 <dt>x</dt>
<dd>A <code>bsgw</code> object, typically the output of bsgw function.</dd>

 <dt>pval</dt>
<dd>The P-value at which lower/upper bounds on coefficients are calculated and overlaid on trace plots and historgrams.</dd>

 <dt>burnin</dt>
<dd>Number of samples discarded from the beginning of an MCMC chain, after which parameter quantiles are calculated.</dd>

 <dt>nrow</dt>
<dd>Number of rows of subplots within each figure, applied to plot sets 2-4.</dd>

 <dt>ncol</dt>
<dd>Number of columns of subplots within each figure, applied to plot sets 2-4.</dd>

 <dt>...</dt>
<dd>Further arguments to be passed to/from other methods.</dd>

</dl>

plot.bsgw: Plot diagnostics for a bsgw object

Description

Usage

Arguments

Author

Examples