• File: leukfr.bug
model leuk;

const
      N = 42,      # number of patients
      T = 17,      # number of unique failure times
 Npairs = 21,      # number of matched pairs
  eps = 0.000001;  # used to guard against numerical 
                   # imprecision in step function  

var
    obs.t[N],  # failure or censoring time for each patient
      t[T+1],  # unique failure times + maximum follow-up time 
     dN[N,T],  # counting process increment
      Y[N,T],  # 1=subject observed; 0=not observed 
    Idt[N,T],  # intensity process
        Z[N],  # covariate     
        beta,  # regression coefficient
      dL0[T],  # increment in unknown hazard function
 dL0.star[T],  # prior guess at hazard function
           c,  # degree of confidence in prior guess for dL0
       mu[T],  # location parameter for Gamma (= c * dL0.star)
           r,  # prior guess at failure rate
     fail[N],  # failure = 1; censored = 0
  S.treat[T],  # survivor function for treatment group
S.placebo[T],  # survivor function for placebo grou[
   b[Npairs],  # frailty for each pair
         tau,  # precision of frailty parameters
       sigma,  # s.d. (1/sqrt(tau))
     pair[N];  # indicates which pair each patient belongs to
 
data obs.t, fail, Z, pair in "leukfr.dat", t in "failtime.dat";
inits in "leukfr.in";
{
# Set up 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]*step(t[j+1] - obs.t[i] - eps)*fail[i]; 

  }
}
# Model 

for(j in 1:T) {
  for(i in 1:N) {
 
   dN[i,j]   ~ dpois(Idt[i,j]);              
   Idt[i,j] <- Y[i,j]*exp(beta*Z[i]+b[pair[i]])*dL0[j];                             
  }                             

  dL0[j] ~ dgamma(mu[j], c);
  mu[j] <- dL0.star[j] * c;    # prior mean hazard

  # 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));	
}

for(k in 1:Npairs) {
    b[k] ~ dnorm(0.0, tau); 
}
tau ~ dgamma(0.001, 0.001);
sigma <- sqrt(1/tau);
 
c <- 0.001; r <- 0.1; 
for (j in 1:T) {  
  dL0.star[j] <- r * (t[j+1]-t[j])  
} 

beta ~ dnorm(0.0,0.000001);                 

}