hazard.stan

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vector prob_to_hazard(vector p) {
  int l = num_elements(p);
  // h[i] = p[i] / (1 - sum(p[1:(i-1)])), with h[l] = 1 by definition
  return append_row(
    p[1:(l-1)] .* inv(1 - append_row(0.0, cumulative_sum(p[1:(l-2)]))),
    1.0
  );
}
 
vector cumulative_converse_log_hazard(vector h, int l) {
  // Shift hazards by one time unit: [0, h[1], h[2], ..., h[l-1]]
  // Then compute cumulative sum of log(1 - h_shifted) for survival probability
  return cumulative_sum(log1m(append_row(0.0, h[1:(l-1)])));
}
 
vector hazard_to_log_prob(vector h, int l) {
  return(log(h) + cumulative_converse_log_hazard(h, l));
}