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Subgroup Shrinkage Benchmark Suite

Gitlab repository/sandbox related to subgroup shrinkage simulation study (ongoing work not final).

To run the benchmark pipeline you need to have a recent R installed. Please also install the following R packages

  • cmdstan & cmdstanr
  • targets, tarchetypes, ps, qs2
  • tidyverse
  • brms, posterior, bayesplot, tidybayes
  • RBesT
  • assertthat
  • survival
  • scoringRules

The model benchmark is controlled via targets for each data set. The sources come with a normal and a TTE endpoint fake data simulation example. For each data set the respective targets pipeline can be started using

make

to run the two pipelines in parallel, one can use make -j2

It is strongly recommended to configure a high-performance cluster or other means of parallelization within the _targets_setup.R configuration file in order to speed up the pipeline.

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Bayesian subgroup shrinkage estimation benchmark comparing various shrinkage models.

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