Sigma_star_cluster {survregVB}R Documentation

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

Description

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

Usage

Sigma_star_cluster(
  y,
  X,
  delta,
  v_0,
  alpha,
  omega,
  mu,
  tau,
  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.

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.

tau

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

expectation_b

The expected value of b.

cluster

A numeric vector indicating the cluster assignment for each observation.

Value

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

See Also

survregVB.frailty.fit


[Package survregVB version 0.0.1 Index]