data {
for(i in 1:N) {
for(j in 1:T) {
## risk set = 1 if obs.t >= t
Y[i,j] <- step(obs.t[i] - t[j] + eps)
## counting process jump = 1 if obs.t in [ t[j], t[j+1] )
## i.e. if t[j] <= obs.t < t[j+1]
dN[i,j] <- Y[i,j] * fail[i] * step(t[j+1] - obs.t[i] - eps)
}
}
}
model {
for(j in 1:T) {
for(i in 1:N) {
dN[i,j] ~ dpois(Idt[i,j]); # Likelihood
Idt[i,j] <- Y[i,j] * exp(beta*Z[i]) * dL0[j]; # Intensity
}
dL0[j] ~ dgamma(mu[j], c);
mu[j] <- dL0.star[j] * c; # prior mean hazard
dL0.star[j] <- r * (t[j+1]-t[j])
# Survivor function = exp(-Integral{l0(u)du})^exp(beta*z)
S.treat[j] <- pow(exp(-sum(dL0[1:j])), exp(beta * -0.5));
S.placebo[j] <- pow(exp(-sum(dL0[1:j])), exp(beta * 0.5));
}
beta ~ dnorm(0.0, 1.0E-6);
c <- 0.001;
r <- 0.1;
}