Alg_RVB1: RVB1 Algorithm implementation

In hrnasif/rvb: Reparameterized Variational Bayes

Description

RVB1 Algorithm implementation

Usage

Alg_RVB1(y, X, Z, Wprior, etahat, model, m = 1)

Arguments

y	List. Responses per cluster
X	List. Covariates per cluster for fixed effects
Z	List. Covariates per cluster for random effects
Wprior	List. Wishart prior for random effect covariance
etahat	List. Estimate of canonical parameter about which to approximate
model	Character. Either "poisson" or "binomial"
m	Integer. Number of trials if model is binomial. Keep m = 1 if model is "poisson"

Value

List containing posterior covariance C, posterior mean mu, the ELBO values per each 1000 iterations, the run duration, and the final ELBO value.

hrnasif/rvb documentation built on Dec. 20, 2021, 4:49 p.m.