Shared Frailty

[csetraynor]

Contribution with a frailty model which includes the WI prior for some well established covariates and a shrinkage prior for high dimensional features.

[jburos]

@csetraynor Thanks for submitting the PR - I want to apologize for the delayed response. I am just getting back from an extended mat leave.

I like this model a lot & would like to include it in the repo, however we do not yet have a corresponding prep-data function for this model in survival stan. The current prep-data functions do not split the observed & censored observations, for example.

I would recommend we merge this into a branch for now & create an open issue to implement a corresponding prep-data function.

[csetraynor]

Hi @jburos, thanks very much for your comments, since I did this pull request I have been climbing my learning curve in github and yes indeed I understand that's much better idea to create a branch and polish this model first. In addition in the new branch I can include the prep_data function! I'm currently very busy with another project but give me a couple of weeks and I should sort it .