Description Usage Arguments Author(s)
The Evidence lower bound.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | 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
)
|
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
|
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 |
David Gerard
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