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 |
omega_0 |
The shape hyperparameter |
mu_0 |
Hyperparameter |
v_0 |
The precision (inverse variance) hyperparameter |
alpha |
The shape parameter |
omega |
The scale parameter |
mu |
Parameter |
Sigma |
Parameter |
expectation_b |
The expected value of b. |