eta_star {survregVB}R Documentation

Calculates parameter \eta^* of q^*(\sigma^2_{\gamma}) to optimize the evidence based lower bound (ELBO) in survregVB.frailty.fit.

Description

Calculates parameter \eta^* of q^*(\sigma^2_{\gamma}) to optimize the evidence based lower bound (ELBO) in survregVB.frailty.fit.

Usage

eta_star(eta_0, tau, sigma)

Arguments

eta_0

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

tau

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

sigma

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

Value

Parameter \eta^* of q^*(\sigma^2_{\gamma}).

See Also

survregVB.frailty.fit


[Package survregVB version 0.0.1 Index]