hazard.stan

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vector prob_to_hazard(vector p) {
  int l = num_elements(p);
  int i = l - 1;
  vector[l] h;
  vector[i] cum_p;
  cum_p[1] = 0;
  cum_p[2:i] = cumulative_sum(p[1:(i-1)]);
  h[1:i] = p[1:i] .* inv(1 - cum_p);
  h[l] = 1;
  return(h);
}
 
vector cumulative_converse_log_hazard(vector h, int l) {
  vector[l] h_shifted;
  vector[l] ch;
  h_shifted[1] = 0;
  if (l > 1) {
    h_shifted[2:l] = h[1:(l-1)];
  }
  ch = log1m(h_shifted);
  ch = cumulative_sum(ch);
  return(ch);
}
 
vector hazard_to_log_prob(vector h, int l) {
  return(log(h) + cumulative_converse_log_hazard(h, l));
}