mu_star {survregVB}R Documentation

Calculates parameter \mu^* of q^*(\beta) to optimize the evidence based lower bound (ELBO) in survregVB.fit.

Description

Calculates parameter \mu^* of q^*(\beta) to optimize the evidence based lower bound (ELBO) in survregVB.fit.

Usage

mu_star(y, X, delta, 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.

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.

Value

Parameter \mu^* of q^*(\beta).

See Also

survregVB.fit


[Package survregVB version 0.0.1 Index]