eta_star: Calculates parameter eta^* of q^*(sigma^2_{gamma}) to...
In survregVB: Variational Bayesian Analysis of Survival Data

eta_star

R Documentation

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

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

eta_star(eta_0, tau, sigma)

`eta_0`	The scale hyperparameter `\eta_0` of the prior distribution of the frailty variance, `\sigma_\gamma^2`.
`tau`	Parameter `\tau^` of `q^(\gamma_i)`, a vector of means.
`sigma`	Parameter `\sigma^{2}_i` of `q^(\gamma_i)`, a vector of variance.

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