lambda_star {survregVB}R Documentation

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

Description

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

Usage

lambda_star(lambda_0, K)

Arguments

lambda_0

The shape hyperparameter \lambda_0 of the prior distribution of the frailty variance, \sigma_\gamma^2.

K

The number of clusters.

Value

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

See Also

survregVB.frailty.fit


[Package survregVB version 0.0.1 Index]