sigma_squared_star: Calculates parameter sigma^{2*}_i of q^*(gamma_i) for...

In survregVB: Variational Bayesian Analysis of Survival Data

Calculates parameter \sigma^{2*}_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 \sigma^{2*}_i of q^*(\gamma_i) for i=1,...,K clusters to optimize the evidence based lower bound (ELBO) in survregVB.frailty.fit.

Usage

sigma_squared_star(
  y,
  X,
  delta,
  alpha,
  omega,
  mu,
  tau,
  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	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.
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

Parameter vector \sigma^{2*}_i of q^*(\gamma_i) for all clusters.

See Also

survregVB.frailty.fit

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