.ICAR_calc

Calculate covariance matrix in the MVN-ICAR

Allows Bayesian borrowing from a historical dataset for time-to-
event data. A flexible baseline hazard function is achieved via a piecewise
exponential likelihood with time varying split points and smoothing prior on the
historic baseline hazards. The method is described in Scott and Lewin (2024)
<doi:10.48550/arXiv.2401.06082>, and the software paper is in Axillus et al.
(2024) <doi:10.48550/arXiv.2408.04327>.

Darren Scott

BayesFBHborrow

Bayesian Dynamic Borrowing with Flexible Baseline Hazard
Function

Sophia Axillus

.ICAR_calc function

<dl><dt>s</dt>
<dd>split points, J + 2</dd>
<dt>J</dt>
<dd>number of split points</dd>
<dt>clam</dt>
<dd>controls neighbor interactions, in range (0, 1)</dd></dl>

Arguments

Calculate covariance matrix in the MVN-ICAR — .ICAR_calc

<dl>

<dt>s</dt>
<dd>split points, J + 2</dd>


<dt>J</dt>
<dd>number of split points</dd>


<dt>clam</dt>
<dd>controls neighbor interactions, in range (0, 1)</dd>

</dl>

.ICAR_calc: Calculate covariance matrix in the MVN-ICAR

Description

Usage

Value

Arguments