hdbayes:Bayesian Analysis of Generalized Linear Models with Historical
Data
User-friendly functions for leveraging (multiple) historical data set(s) for generalized linear models. The
package contains functions for sampling from the posterior
distribution of a generalized linear model using the prior
induced by the Bayesian hierarchical model, power prior by
Ibrahim and Chen (2000) <doi:10.1214/ss/1009212673>, normalized
power prior by Duan et al. (2006) <doi:10.1002/env.752>,
normalized asymptotic power prior by Ibrahim et al. (2015)
<doi:10.1002/sim.6728>, commensurate prior by Hobbs et al.
(2011) <doi:10.1111/j.1541-0420.2011.01564.x>, robust
meta-analytic-predictive prior by Schmidli et al. (2014)
<doi:10.1111/biom.12242>, the latent exchangeability prior by
Alt et al. (2023) <doi:10.48550/arXiv.2303.05223>, and a normal
(or half-normal) prior. Functions for computing the marginal
log-likelihood under each of the implemented priors are also
included. The package compiles all the 'CmdStan' models once
during installation using the 'instantiate' package.