Sigma_star: Calculates parameter Sigma^* of q^*(beta) to optimize the...

In survregVB: Variational Bayesian Analysis of Survival Data

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

Description

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

Usage

Sigma_star(y, X, delta, v_0, alpha, omega, mu, 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.
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.
expectation_b	The expected value of b.

Value

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

See Also

survregVB.fit

survregVB documentation built on June 8, 2025, 1:46 p.m.