elbo_cluster {survregVB}R Documentation

Calculates the variational Bayes convergence criteria, evidence lower bound (ELBO), optimized in survregVB.frailty.fit.

Description

Calculates the variational Bayes convergence criteria, evidence lower bound (ELBO), optimized in survregVB.frailty.fit.

Usage

elbo_cluster(
  y,
  X,
  delta,
  alpha_0,
  omega_0,
  mu_0,
  v_0,
  lambda_0,
  eta_0,
  alpha,
  omega,
  mu,
  Sigma,
  tau,
  sigma,
  lambda,
  eta,
  expectation_b,
  cluster
)

Arguments

y

A vector of observed log-transformed survival times.

X

A design matrix including covariates with first column of ones to represent the intercept.

delta

A binary vector indicating right censoring.

alpha_0

The shape hyperparameter \alpha_0 of the prior distribution of the scale parameter, b.

omega_0

The shape hyperparameter \omega_0 of the prior distribution of the scale parameter, b.

mu_0

Hyperparameter \mu_0, a vector of means, of the prior distribution of the vector of coefficients, \beta.

v_0

The precision (inverse variance) hyperparameter v_0, of the prior distribution of the vector of coefficients, \beta.

lambda_0

The shape hyperparameter \lambda_0 of the prior distribution of the frailty variance, \sigma_\gamma^2.

eta_0

The scale hyperparameter \eta_0 of the prior distribution of the frailty variance, \sigma_\gamma^2.

alpha

The shape parameter \alpha^* of q^*(b).

omega

The scale parameter \omega^* of q^*(b).

mu

Parameter \mu^* of q^*(\beta), a vector of means.

Sigma

Parameter \Sigma^* of q^*(\beta), a covariance matrix.

tau

Parameter \tau^* of q^*(\gamma_i), a vector of means.

sigma

Parameter \sigma^{2*}_i of q^*(\gamma_i), a vector of variance.

lambda

The shape parameter \lambda^* of q^*(\sigma^2_\gamma).

eta

The scale parameter \eta^* of q^*(\sigma^2_\gamma).

expectation_b

The expected value of b.

cluster

A numeric vector indicating the cluster assignment for each observation.

Value

The evidence lower bound (ELBO).

See Also

survregVB.fit


[Package survregVB version 0.0.1 Index]