elbo {survregVB}R Documentation

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

Description

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

Usage

elbo(
  y,
  X,
  delta,
  alpha_0,
  omega_0,
  mu_0,
  v_0,
  alpha,
  omega,
  mu,
  Sigma,
  expectation_b
)

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.

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.

expectation_b

The expected value of b.

See Also

survregVB.fit


[Package survregVB version 0.0.1 Index]