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Algorithms to implement various Bayesian penalized survival regression models including: semiparametric proportional hazards models with lasso priors (Lee et al., Int J Biostat, 2011 doi:10.2202/1557-4679.1301) and three other shrinkage and group priors (Lee et al., Stat Anal Data Min, 2015 doi:10.1002/sam.11266); parametric accelerated failure time models with group/ordinary lasso prior (Lee et al. Comput Stat Data Anal, 2017 doi:10.1016/j.csda.2017.02.014).
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