tau_star {survregVB}R Documentation

Calculates parameter \tau^*_i of q^*(\gamma_i) for i=1,...,K clusters to optimize the evidence based lower bound (ELBO) in survregVB.frailty.fit.

Description

Calculates parameter \tau^*_i of q^*(\gamma_i) for i=1,...,K clusters to optimize the evidence based lower bound (ELBO) in survregVB.frailty.fit.

Usage

tau_star(y, X, delta, alpha, omega, mu, tau, sigma, 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.

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.

sigma

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

expectation_b

The expected value of b.

cluster

A numeric vector indicating the cluster assignment for each observation.

Value

Parameter vector \tau^*_i of q^*(\gamma_i) for i=1,...,K clusters.

See Also

survregVB.frailty.fit


[Package survregVB version 0.0.1 Index]