elbo_cluster: Calculates the variational Bayes convergence criteria,...

In survregVB: Variational Bayesian Analysis of Survival Data

Calculates the variational Bayes convergence criteria, evidence lower bound (ELBO), optimized in survregVB.frailty.fit.

Description

Calculates the variational Bayes convergence criteria, evidence lower bound (ELBO), optimized in survregVB.frailty.fit.

Usage

elbo_cluster(
  y,
  X,
  delta,
  alpha_0,
  omega_0,
  mu_0,
  v_0,
  lambda_0,
  eta_0,
  alpha,
  omega,
  mu,
  Sigma,
  tau,
  sigma,
  lambda,
  eta,
  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_0	The shape hyperparameter \alpha_0 of the prior distribution of the scale parameter, b.
omega_0	The shape hyperparameter \omega_0 of the prior distribution of the scale parameter, b.
mu_0	Hyperparameter \mu_0, a vector of means, of the prior distribution of the vector of coefficients, \beta.
v_0	The precision (inverse variance) hyperparameter v_0, of the prior distribution of the vector of coefficients, \beta.
lambda_0	The shape hyperparameter \lambda_0 of the prior distribution of the frailty variance, \sigma_\gamma^2.
eta_0	The scale hyperparameter \eta_0 of the prior distribution of the frailty variance, \sigma_\gamma^2.
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.
Sigma	Parameter \Sigma^* of q^*(\beta), a covariance matrix.
tau	Parameter \tau^* of q^*(\gamma_i), a vector of means.
sigma	Parameter \sigma^{2*}_i of q^*(\gamma_i), a vector of variance.
lambda	The shape parameter \lambda^* of q^*(\sigma^2_\gamma).
eta	The scale parameter \eta^* of q^*(\sigma^2_\gamma).
expectation_b	The expected value of b.
cluster	A numeric vector indicating the cluster assignment for each observation.

Value

The evidence lower bound (ELBO).

See Also

survregVB.fit

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