tau_star: Calculates parameter tau^*_i of q^*(gamma_i) for i=1,...,K...

In survregVB: Variational Bayesian Analysis of Survival Data

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

Usage

tau_star(y, X, delta, alpha, omega, mu, tau, sigma, 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.
sigma	Parameter \sigma^{2*}_i of q^*(\gamma_i), a vector of variance.
expectation_b	The expected value of b.
cluster	A numeric vector indicating the cluster assignment for each observation.

Value

Parameter vector \tau^*_i of q^*(\gamma_i) for i=1,...,K clusters.

See Also

survregVB.frailty.fit

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