survregVB.object: Variational Bayes Accelererated Failure Time Survival Model...

In survregVB: Variational Bayesian Analysis of Survival Data

Variational Bayes Accelererated Failure Time Survival Model Object

Description

This class of objects is returned by the survregVB function to represent a fitted parametric log-logistic accelerated failure time (AFT) survival model. Objects of this class have methods for the functions print and summary.

Details

For approximate posterior distributions:

• q^*(\beta), a N_p(\mu^*,\Sigma^*) density function, and

• q^*(b), an \text{Inverse-Gamma}(\alpha^*,\omega^*) density function,

the components of this class are:

• ELBO: The final value of the Evidence Lower Bound (ELBO) at the last iteration.

• 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.

• na.action: A missing-data filter function, applied to the model.frame, after any subset argument has been used.

• iterations: The number of iterations performed by the VB algorithm: before converging or reaching max_iteration.

• n: The number of observations.

• call: The function call used to invoke the survregVB method.

• not_converged: A boolean indicating if the algorithm converged.

  • TRUE: If the algorithm did not converge prior to achieving max_iteration.

  • NULL: If the algorithm converged successfully.

If survregVB was called with shared frailty (with the cluster argument), for approximate posterior distributions:

• q^*(\sigma^2_\gamma), an \text{Inverse-Gamma}(\lambda^*,\eta^*) density function,

• q^*(\gamma_i), a N(\tau^*_i,\sigma^{2*}_i) density function, for i=1,...,K clusters, and

the additional components are present:

• lambda: The shape parameter \lambda^* of q^*(\sigma^2_\gamma).

• eta: The scale parameter \eta^* of q^*(\sigma^2_\gamma).

• tau: Parameter \tau^*_i of q^*(\gamma_i), a vector of means.

• sigma: Parameter \sigma^{2*}_i of q^*(\gamma_i), a vector of variance.

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