back_elbo: The Evidence lower bound.

Description Usage Arguments Author(s)

View source: R/backwash.R

Description

The Evidence lower bound.

Usage

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back_elbo(
  betahat_ols,
  S_diag,
  Amat,
  tau2_seq,
  pivec,
  lambda_seq,
  mubeta,
  mubeta_matrix,
  sig2beta_matrix,
  gamma_mat,
  muv,
  Sigma_v,
  phi,
  xi,
  var_inflate_pen = 0
)

Arguments

betahat_ols

A vector of numerics. The ordinary least squares estimates of the regression coefficients.

S_diag

A vector of positive numerics. The standard errors of betahat_ols.

Amat

The A matrix for the variational EM.

tau2_seq

The known grid of prior mixing variances.

pivec

The current values of the mixing proportions.

lambda_seq

A vector of numerics greater than 1. The penalties on the pi's.

mubeta

The current means of the betas

mubeta_matrix

The current mixing means of the variational densities of the betas.

sig2beta_matrix

The current mixing variances of the variational densities of the betas.

gamma_mat

The current mixing proportions of the variational densities of the betas.

muv

A matrix of one column of numerics. The current mean of v.

Sigma_v

The current covariance matrix of the latent v.

phi

A numeric. The "g" hyperparameter.

xi

A positive numeric. The current value of xi.

var_inflate_pen

The penalty to apply on the variance inflation parameter. Defaults to 0, but should be something non-zero when alpha = 1 and scale_var = TRUE.

Author(s)

David Gerard


dcgerard/vicar documentation built on July 7, 2021, 1:08 p.m.